Regulators demand hedge fund look-through transparency

Kris Devasabai
21 Jan 2014

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

On December 13, 2013 the Basel Committee issued its final standards for calculating capital requirements for banks’ investments in pooled funds. The regulators are taking a hard line on fund investments, which will be subject to punitive risk-weights unless banks can demonstrate meaningful look-through transparency into the underlying assets.

The approach outlined in December applies to the banking book. However, the Basel Committee is expected to take a consistent approach to fund positions in

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]