Hedge funds - Risk.net

Deutsche and FRM launch hedge fund managed account seeding platform

Tue, 10 Jan 2012 09:01:00 GMT

Risk.net

Deutsche Bank believes the platform will help mitigate early-stage investment risk

EU proposals for credit ratings rules require close monitoring by hedge funds

Wed, 23 Nov 2011 11:16:03 GMT

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Draft language could affect the way hedge funds perform their own internal credit analysis

Corporate statement: Barclays Capital

Mon, 10 Oct 2011 12:52:35 GMT

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Liquid hedge fund strategy exposure in an index format Investors increasingly seek liquid and simple access to specific hedge fund strategies. Nicolas Aractingi and Csaba Koppany – Equity and Funds Structured Markets at Barclays Capital – outline how the Barclays Capital Manager Access Indices help cater to this demand

LTCM had 'too much risk to be sustainable' says Myron Scholes

Tue, 16 Aug 2011 23:05:00 GMT

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Collapse of Long Term Capital Management was due to excessive leverage and shows the perils of an over-reliance on classical portfolio theory, says one of its top quants

Study says funds of hedge funds see limited diversification benefits

Tue, 09 Aug 2011 08:59:32 GMT

Risk.net

FoHFs see limited diversification benefits Fund of hedge funds (FoHF) portfolios with more than 25 underlying managers have weaker performance and increased tail risk, according to research from New York University's Stern School of Business

Hedge funds not systemically risky, but UK regulator issues caveats

Fri, 29 Jul 2011 10:56:00 GMT

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UK FSA's Hedge Fund survey and Hedge Fund as Counterparty survey find systemic risk low, but it does offer limited warnings

Collars make a comeback for Asian fuel hedging

Fri, 06 May 2011 12:11:00 GMT

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Collar comeback In 2008/09 airlines suffered large losses from their hedging programmes, some of which involved taking highly leveraged positions on the downside to pay for upside protection. With unrest in the Middle East in 2011 pushing prices higher and hedges getting more expensive, carriers face similar market dynamics to 2007/08. What lessons have they learned in managing positions this time around?

Q&A: Tony Hall at Duet Commodities Fund

Thu, 05 May 2011 08:18:15 GMT

Risk.net

The call of the commodity markets After turning one of the highest proprietary trading profits in the history of Credit Suisse Commodities in 2009, Tony Hall launched hedge fund Duet Commodities Fund last year. He will be delivering the keynote talk at Energy Risk’s Commodities and Investment Summit in Geneva in June. Here he talks to Stella Farrington about the fund and his views on the commodities markets

Q&A: Derren Geiger, chief operating officer of Caritas Royalty Funds

Thu, 05 May 2011 08:10:45 GMT

Risk.net

A conventional play Derren Geiger, chief operating officer of the energy-focused Caritas Royalty Funds, speaks to Pauline McCallion about managing risks in a rising oil and gas price environment

Higher collateral demands have reduced hedge fund systemic risk, say Risk Europe panellists

Tue, 26 Apr 2011 16:55:00 GMT

Risk.net

Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk

Over a third of $1 billion-plus hedge funds not yet registered with SEC

Mon, 04 Apr 2011 09:41:00 GMT

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Hedge funds in the US have until July 21 to register with the SEC but Citigroup says over a third of the larger funds have not yet done so.

Prop traders switching to Hong Kong hedge funds boost industry

Wed, 30 Mar 2011 05:37:00 GMT

Risk.net

Proprietary traders moving from banks to Hong Kong hedge funds has helped the industry turn a corner, say hedge fund market participants, and an SFC hedge fund report indicates the industry is bouncing back in Asia.

Diggle to re-launch Asia long volatility fund under new vehicle; inflation hedging another target

Wed, 23 Mar 2011 08:14:00 GMT

Risk.net

Stephen Diggle, co-founder of defunct Singapore hedge fund Artradis, which closed after incurring losses of $700 million, will re-launch an Asian long volatility fund under his new vehicle Vulpes Investment Management in May.

Artradis collapse a failure of judgement, not risk management, says co-founder Diggle

Tue, 22 Mar 2011 05:10:00 GMT

Risk.net

Artradis was one of Asia’s most successful hedge funds until it hit difficulties in 2009 and 2010 that resulted in losses of $700 million and culminated in its closure in late February. But the fund’s co-founder says error of judgement and a lack of hedging, linked with exchange-traded options premium decay, rather than poor risk management, caused the failure of the fund.

EU's Libyan asset freeze casts cloud over hedge fund FM Capital

Fri, 11 Mar 2011 16:49:40 GMT

Risk.net

FM Capital - a UK hedge fund with ties to Libya - gets HM Treasury licence to keep trading, but dealers are wary

Investcorp to introduce range of systematic funds

Tue, 01 Mar 2011 11:24:00 GMT

Risk.net

According to sources, Investcorp's launch is the culmination of seven years of research, known internally as the "alpha project"

BNY Mellon expects strong demand for Asian hedge funds in 2011

Tue, 18 Jan 2011 11:15:05 GMT

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Improved corporate governance in Asia could lead to greater institutional demand for the region's hedge funds

Gartmore deal boosts Henderson’s hedge fund business

Thu, 13 Jan 2011 10:33:13 GMT

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Series of scandals at Gartmore results in fund giant being taken over by smaller rival

Hedge fund Dighton predicts five-year bull run for commodities

Tue, 11 Jan 2011 10:10:00 GMT

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Emerging market equities subject to political uncertainty, while demand for commodities a certainty

The Universa approach to hedging tail risk

Mon, 10 Jan 2011 13:56:39 GMT

Risk.net

Profiting from disaster Elevated concern about extreme events has boosted interest in hedging tail risk, but this means turning conventional fund management on its head. Mark Pengelly talks to Mark Spitznagel, founder of hedge fund Universa Investments

Seed capital for hedge funds set to hit $5 billion in 2011

Wed, 05 Jan 2011 09:33:30 GMT

Risk.net

Blackstone, Skybridge Capital, NewAlpha Asset Management and Revere Capital are all raising funds

Operational infrastructure at hedge funds comes under closer scrutiny

Sat, 01 Jan 2011 00:00:00 GMT

Risk.net

Behind the facade No longer impressed by a hedge fund’s charisma and prestige, investors are looking beyond the showy front and want to see that the nuts and bolts of a fund’s operations are up to scratch

SocGen studies hedge-fund fraud to reduce risk

Fri, 03 Dec 2010 11:05:31 GMT

Risk.net

French bank completes statistical study on statistical properties of fraudulent funds

SocGen studies hedge fund fraud to reduce risk

Fri, 03 Dec 2010 11:05:00 GMT

Risk.net

French bank completes statistical study on statistical properties of fraudulent funds

Ex-Morgan Stanley team create systematic trading investment boutique

Tue, 16 Nov 2010 10:16:00 GMT

Risk.net

Investment focus said to be on highly liquid, transparent instruments, and strategy will use a quantitative approach