Risk Staff
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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Tighter controls
The FSA has strict rules governing retail funds to ensure investors understand exactly what they are buying. Could such regulation stretch to non-retail funds?
BDT launches first hedge fund and targets Japanese equities
long/short fund to be managed by calender and dobson
A fund experience
The introduction of the EIF has resulted in a considerable rise in the number of Isle of Man-domiciled hedge funds
Capital protection structures squeeze managers' portfolios
fund of fund managers are limited by daily pricing structures
Nine out of 10 long/short hedge funds fall below their watermark
CSFB/Tremont survey spells bad news for industry as most hedge funds, globally, show big shortfalls
Technology platform allows outsourcing of IT functions
hemisphere adds software range to its tech services
Knowing when the price is right
Volatile markets have led to a change in risk procedures, with VaR and manager-led stop/loss strategies being favoured over automated controls
Bottom to top
The Amex European Equity Market Neutral Fund battles with volatile and irrational markets to achieve returns of Libor plus 4% to 8%
China to hit unregulated hedge fund black market
Government to take action against underground funds
Icap signs BrokerTec purchase agreement
UK inter-dealer broker Icap has reached an agreement to buy the electronic cash bond and repo trading business units of BrokerTec for up to £181 million. But the deal is still pending clearance by the US Department of Justice, which Icap expects will…
MacIntyre to leave DeAM for New York City fund
Desmond MacIntyre, head of European pension strategy at Deutsche Asset Management (DeAM), plans to leave the German manager at the end of the month to take on the role of chief investment officer at the New York City Retirement Systems fund.
Cognotec boosts sales effort with new hire
Dublin-based foreign exchange trading software company Cognotec has hired Kevin Galliers from Iris Financial as vice-president of sales.
Bank of Canada’s Knight named new BIS general manager
The Bank for International Settlements has named Malcolm Knight as the successor to Andrew Crockett as general manager of the central bankers’ organisation based in Basel, Switzerland.
DerivaTech buoyed by $7m in new financing
Chicago-based currency derivatives pricing, analytics, transactions processing and risk management system provider, DerivaTech, has secured $7 million in new financing from US venture capital firm Trident Capital.
Cinergy adopts Triple Point gas trading software
US energy company Cinergy has licensed Gas XL trading and risk management software developed by Connecticut-based Triple Point Technology for its gas trading operations in Houston.