Research
Hedge funds have second month of good returns led by equity-focused strategies
Market commentary: February 2012
Cifas data shows identity theft rose in 2011
Operational risk data
The ORR 20: Software rankings 2012
Convergent paths
Investors face tough choices on hedge fund allocation as a result of Solvency II
Calculations and allocations
Vote now in the 2012 Risk Brasil derivatives survey
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
Structured Products Technology Rankings 2012
Shuffling the pack
Hedge funds begin 2012 with gains across strategies and regions
All hedge fund strategies had gains in January, reports Eurekahedge. As markets rallied, macro hedge funds had a record month and CTAs/managed futures funds also had a strong start to the year.
Investable indexes: January 2012 returns
Hedge funds started 2012 on a strong note, with gains across nearly all strategies as equity markets rallied, US economic data was positive and fears for the future of the eurozone were allayed.
Internal fraud climbs in public sector, PwC survey finds
PricewaterhouseCoopers (PwC) survey finds rising fraud levels, especially committed by insiders, and SAS monthly loss data shows financial services firms continued to suffer from ‘Clients, products and business practices’ issues in January
Asia Risk 2012 commodity rankings – voting now closed
Have your say in who are the top commodities dealers
Risk & Energy Risk – 2012 Commodity Rankings – energy
Hitting the top in turbulent times
Risk & Energy Risk Commodity Rankings 2012 - metals
Testing your metal
Systemic risk implications of ETFs and impact of ETFs on their underlying markets
Systemic risk and ETFs
Risk and Energy Risk commodity rankings 2012: energy
Finding value in energy volatility
Risk and Energy Risk commodity rankings 2012: metals
Hard times for metals markets
Poor performance for hedge fund strategies in 2011 as assets under management increase
Despite lacklustre performance across many strategies, hedge funds had good inflows, ending 2011 with total AUM of $1.71 trillion. Fixed income was the best performer and equity long/short the worst.
Investable indexes: December 2011 returns
Broad hedge fund performance was down or flat for the end of 2011, with returns for the year in negative territory. There was some positive performance to be found in specific strategies.
Types of operational risk loss by event, December 2009 to December 2011
Op risk loss data
Hedging pressure-based long/short commodity strategy used for third generation commodity index
Case for long/short commodity indexes
Investable indexes: November 2011 returns
Hedge fund performance fell during November as many strategies were hit by unfavourable market conditions, caused by the continuing eurozone sovereign debt woes.
Hedge funds record modest losses in November but outflows knock billions off industry
Hedge funds had marginal losses in November as the investment environment stayed tough, while performance-based losses and outflows wiped $10 billion off the size of the industry, reports Eurekahedge.
Academic analysis supports long/short commodity investing without regulatory intervention
Long/short commodity investing shows positive resultsLong/short commodity investing shows positive results
Top ten operational risk events for financial services companies in 2011
Plus types of operational risk loss by event, from November 2009 to November 2011
Asia Risk 2011 interdealer rankings: Brokers
The eurozone debt crisis has hit volumes in the interdealer market, with brokers reporting a significant drop-off in recent months. Despite the change in market dynamics, the top brokers in the region remain the same as last year, with Icap taking top…