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...
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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.
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Hedge funds had marginal losses in November as the investment environment stayed tough, while performance-based losses and outflows wiped $10 billion off the size of the industry, reports Eurekahedge.
Long/short commodity investing shows positive resultsLong/short commodity investing shows positive results
Plus types of operational risk loss by event, from November 2009 to November 2011
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.