The continuing market rally benefited hedge funds during February. Nearly all strategies had positive returns with equity-based strategies in particular taking advantage of strong markets.
Market commentary: February 2012
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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Calculations and allocations
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
All hedge fund strategies had gains in January, reports Eurekahedge. As markets rallied, macro hedge funds had a record month and CTAs/managed futures funds also had a strong start to the year.
PricewaterhouseCoopers (PwC) survey finds rising fraud levels, especially committed by insiders, and SAS monthly loss data shows financial services firms continued to suffer from ‘Clients, product...
Have your say in who are the top commodities dealers
Hitting the top in turbulent times
Testing your metal
Systemic risk and ETFs
Finding value in energy volatility
Hard times for metals markets
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
Op risk loss data
Case for long/short commodity indexes
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.