Prime broking in Asia finds new equilibrium

Primed for business


As fear gripped the financial markets in the immediate aftermath of the collapse of Lehman Brothers in 2008, hedge funds in Asia placed an extreme premium on the counterparty risk of their prime brokers. Their overriding concern was that their assets would not inadvertently get caught up in any bankruptcy proceedings, as had occurred with the billions of dollars linked with Lehman Brothers accounts, at a time when they faced an unprecedented volume of redemptions.

As a result, they forged a raft

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here