Hedge funds study collateral management options

Rehypothecation, collateral management, central counterparty clearing are all terms that spring to mind when hedge funds thinks about collateral management post the downfall of Lehman.


Few areas in the hedge fund industry have undergone such seismic change since the financial crisis as collateral management.

Prior to Lehman’s collapse few industry participants gave more than a passing thought to the organising, transfer and safe-keeping of cash and securities that hedge funds pledged to prime brokers with whom they did business. It was rarely mentioned.

The result of the mayhem caused by the bankruptcy was an almost obsessive interest in counterparty risk and collateral

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net 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