Regulators demand hedge fund look-through transparency
Basel rules on fund investments could mean the end of traditional hedge fund derivatives
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
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