It has been a taxing year for the hedge fund community. Of the 13 strategies that make up the Credit Suisse/Tremont hedge fund indexes, only five have chalked up positive returns year-to-date. Of course,...
The BVI is at a turning point. It is facing the prospect of adapting to a sea change in international attitudes towards hedge funds. The vibrant community of small, independent hedge fund administra...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Specials articles
The Cayman Islands government, regulators and industry are ready to lead the wy to a more regulated future.
10th Anniversary Awards
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.