French bank completes statistical study on statistical properties of fraudulent funds
Investment focus said to be on highly liquid, transparent instruments, and strategy will use a quantitative approach
Net assets invested in Asian hedge funds rose by more than $300 million during the third quarter, according to research by Chicago-based Hedge Fund Research
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Sources say Ucits constraints prevent the fund from properly tracking new opportunities in bonds and commodities
UK regulator worried heavy handed rules will drive hedge funds out of Europe, depriving supervisors of information on their European activities
Cutting counterparty risk has a price tag that might prevent smaller funds from changing their ways, experts fear
Swiss laws under scrutiny ahead of AIFM
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
Hedge funds in Asia were the recipients of large net asset fund inflows during the second quarter of 2010, reversing the trend witnessed in the first quarter
The Committee of European Securities Regulators (Cesr) has made public for the first time its analysis of trends, risks and vulnerabilities in financial markets
Hedge fund trading activity in US equities is growing in contrast to trades carried out by proprietary trading desks, new research has shown.
Hedges funds have grappled with poor performance during the past two months after global stock market tumbled, with investors parking their money in cash as the Greece sovereign-debt crisis weighted...
Prime brokers have focused on bolstering asset security for clients after billions of dollars of client assets were caught up in the administration of Lehman Brothers International (Europe) (LBIE).
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.