Fund of hedge funds
Three levels of corporate oversight deployed over positions
The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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MAP also seeks to expand its range of CTA managers
Diverse nationalities and broad skill range mark its team out
Lax due diligence and heroic top-down positions highlighted too
But advisers add little value, select large under-performing funds
FoHF industry achievements recognised at London awards
Investors flock back to strategy after years of trickling inflows
Fund of hedge funds boss says certain strategies lack liquidity
Winners announced on the night of November 20
Hedge funds and FoHFs in North and South America encouraged to enter
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.