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.
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
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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.
Hedge funds had a second month of good performance in February, with positive returns across all strategies. Equity-focused hedge funds led the gains with assets flowing into CTAs and global macro.
Two of the top software vendors have merged, businesses within firms are starting to share responsibility for op risk management, and, despite a split over scenario analysis, some expect the market to slowly converge on best practices too
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.