Hedge fund seeking to broker long-dated collateral trades
MAP also seeks to expand its range of CTA managers
Diverse nationalities and broad skill range mark its team out
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.
More Profiles/Hedge Funds articles
Lax due diligence and heroic top-down positions highlighted too
Why invest in managers you can't meet, says awards winner
Illiquid hedge funds vehicle continues to find opportunities
"Buy-side firms say they want more liquidity and choice. Now, they have choice"
Eaglewood Income Fund up 9% to June 2014
In-depth analysis drives performance and picks up underlying quality dispersion
Discretionary macro manager balances asset class and trading styles
Equity long/short strategies are the bread and butter for the asset manager
CQS leads way in pushing for higher standards for hedge fund industry
Hedge fund managers need to get used to compliance burden
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.