Feature
1,500 hedge funds sign up for MSCI hedge fund indices
indices allow improved comparisons of risk and performance
Astin to exploit volatitlity of Western European stocks
1%-2% monthly return aim for volatility arbitrage fund
Telent spotting
A manager's long-only track record may not be enough to go by when it comes to managing long/short hedge funds. So what are the key things you should be looking out for?
US lags behind European hedge funds' performance
msci indices show us outperformed by europe and japan funds
Going long in Russia
Market is benefiting from a relative insulation from the impact of a global double-dip recession.
RiskMetrics gives 'full risk transparency' to Arden FoF
Fund of funds uses data hub to increase risk disclosure
Gartmore plans retail fund of hedge fund for early 2003
MORE HEDGE PLANS IN THE PIPELINE FOLLOWING RIVERVIEW ACQUISITION
Algorithmics strengthens European connection
TORONTO - Canadian risk management software company Algorithmics said in October that Denmark-based Danske Bank had licensed its Algo Collateral software system to manage their over-the-counter derivatives and repo-margining activities. An Algorithmics…
QIS 3: Banks can use internal pricing for standardised approach
BASEL - Banks participating in the QIS 3 survey can use internal pricing methods to allocate gross income to different business lines for the standardised approach to measuring operational risk in the Basel II bank accord, global banking regulators said…
Basel II related IT spending to increase at European banks, says Celent
NEW YORK - Spending on IT for compliance with the Basel II capital accord in European Union (EU) banks is set to rise to more than €600 million in 2006 from just over €300 million in 2002, according to an analyst at US research and consultancy company…
EU expected to report on Cad 3 progress next week
BRUSSELS – The European Commission is expected to give details on November 18 about how it intends applying the complex Basel II bank safety rules in the European Union, commission officials confirmed today.
Basel II will lead to more instability, critic argues
LONDON - The Basel II bank capital accord will result in more banking instability and more pro-cyclicality, where bank actions taken in response to solvency rules reinforce economic and market cycles, a leading critic of the accord said in October.
A question of priorities
Japan's banks are aware of the need to prepare for Basel II, but it is just one of a number of urgent issues that need to be resolved in the Japanese banking sector.
Basel II will have profound effect on US banks, says regulator
ORLANDO, FLORIDA - The Basel II capital accord will have profound implications for risk management techniques and capital management in the larger US banks, a leading US banking regulator said in late October.