Hedge fund performance took a hit in May as uncertainty over the eurozone continued to impact investor sentiment. CTAs took advantage of the trends created and ended the month in positive territory.
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Optimum diversification in hedge fund allocations
Hedge funds experienced a second month of declines in April as risk aversion returned. There were gains across select strategies with relative value and arbitrage funds continuing their positive runs.
The top five op risk loss events in April
Make your voice heard in this year's Deutsches Risk rankings by voting now!
The latest mandates in the asset-servicing business
Hedge funds were flat to slightly negative in March. CTA/managed futures and macro hedge funds had the worst returns for the month, while relative value and fixed income had better performances.
Types of operational risk loss by event, March 2010 to March 2012
Non-financial risks raised by AIFM rules
Market commentary: February 2012
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.