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....
April saw an unusually large number of insurance-related events, and Hartford Life losing $24 million in refunds after an estimation error
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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.
The past year has been characterised by bouts of volatility and subsequent range-trading as different parts of the commodity spectrum moved in differing ways. Some dealers have discovered new opportunities in the markets as their capital-constrained peers...
SAS Software tracks biggest op risk events in March, while the ABA Operational Loss Data Sharing Consortium looks at the main types of op risk occurring in Q3 2011
Non-financial risks may be increasing in Europe, according to a survey of the fund management industry. Non-financial risk priorities for respondents are transparency, information and governance.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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