COO in interview cites equity-like evolution and regulation squeezing liquidity
Innovative data tools behind big SEC successes
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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Low returns from traditional investments are driving Australia's pension industry to look more at alternative assets
Route orders to intermediaries willing to absorb risk, says currency manager
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CCPs wary of risks as they vie to launch buy-side repo services
Adapting to new rules and capital requirements is achievable, says Agran
Risk Awards 2015: Credit fund profited from October meltdown
Return of volatility attractive for hedge funds, traders say
Trading houses and hedge funds said to be taking bigger positions
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.