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Risk Management

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Displaying 466 - 480 of 583
Federal Reserve on Counterparties to the next Lehman Brothers
The Federal Reserve has issued a final rule relating to the qualified financial contracts (QFCs) of global…
Risk Management, Manager Selection, Asset Allocation
DTCC: How to Think About Fintech
The Depository Trust and Clearing Corporation (DTCC), a provider of clearance, settlement, and a wide range…
Risk Management
AIMA’s New Due Diligence Template
It has been 20 years since the Alternative Investment Management Association published its first due…
Manager Selection, Risk Management
EIU on Institutions and Time Horizons
With the  sponsorship of Franklin Templeton, The Economist Intelligence Unit (EIU)  has surveyed…
State of the Industry, Risk Management, Asset Allocation
Barnes on Swaps Transparency under  MiFID II
A recent blog in the TABB Forum, by Chris Barnes of Clarus Financial Technology, looks at recent developments…
Risk Management, Hedge Funds
Below the Black: A Review of Risk Reduction Strategies
Excerpted from the Alternative Investment Analyst Review, Volume 1, Issue 4 The Alternative Investment…
Risk Management, Hedge Funds
High-Frequency Trading and Spoofing   
Six years ago Michael Coscia placed orders through the CME Group’s Globex platform via a trading algorithm…
Risk Management, Asset Allocation
Transparency in Alternative Investing
In February of this year, the Economist Intelligence Unit surveyed 200 senior asset managers and…
Risk Management
Jacobs, Levy, and Markowitz on Portfolios
Bruce Jacobs and Kenneth Levy, the founders and Chief Investment Officers of Jacobs Levy Equity Management,…
Risk Management, Asset Allocation
Risk Parity: Is it a Strategy for a Sprint or a Marathon?
Excerpted from the Alternative Investment Analyst Review, Volume 1, Issue 4 The Alternative Investment…
Risk Management
Til and Heckinger on Commodity Debacles, Part II
A new paper available at SSRN looks at two infamous commodity industry melt-downs: Amaranth and MF Global. It…
State of the Industry, Risk Management, Manager Selection
New Numbers on Catastrophe Bond Insurance
A new report from an Alternative Risk Transfer research service, Artemis, looks at the catastrophe bond and…
Risk Management, Hedge Funds
How Do They Get Those Non-Correlated Returns?
In a recent paper Mark Shore, of Shore Capital Management, has discussed overlaying of strategies in managed…
Manager Selection, Risk Management
Evidence that Sovereign Wealth Funds Mitigate the Agency Problem
Ever since the 1930s, scholars have discussed the “agency problem” built into the structure of publicly owned…
Asset Allocation, Risk Management
Hedge Funds and Sell-Side Analysts: Who is Tipping Off Whom?
Nathan Swem, an economist with the Board of Governors of the Federal Reserve System, has written a paper on…
Risk Management, Asset Allocation