Prime broking in Asia finds new equilibrium

Georgina Lee
14 Jun 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]