The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
But industry sees less interest rate risk and inversely exposed to volatility
Operational risk loss data – February 2015
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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Operational risk loss data – November 2014
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Monitoring and assessing risk culture using quantitative techniques
Vendors are using new technology to squeeze more out of their systems
Derivatives activity in the Italian market at a relatively steady state – especially considering tough economic conditions
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.