Amaranth losses puts risk management in the spotlight
As well as spooking players in the natural gas markets, the $6 billion losses of multi-strategy hedge fund Amaranth have put the issue of risk management, and particularly capital-at-risk, under closer scrutiny than ever
After unprecedented losses on the natural gas market - $560 million on September 14 alone - Amaranth announced its multi-strategy funds had declined approximately 65% month to date, and approximately 55% year to date.
Amaranth's multi-strategy fund isn't the first casualty of the natural gas markets. Energy hedge fund MotherRock, which had assets under management of $430 million at its peak
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