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Mezzanine Finance & the Subordinated Debt Market

Event : Mezzanine Finance & the Subordinated Debt Market

Wed, 23/11/2011  
Conducted by : IIR
Contact : Michael Wilson

 Over 80 top level speakers are participating at this key networking event. Industry veterans will offer their wisdom and insight on the markets post-credit crunch and will help you predict where success lies in the future. 

New for 2011
As well as a leading line-up of expert speakers we also have a wide range of topical sessions focusing on the upcoming themes and challenges critical to the mezzanine market. New focuses for 2011 include:
•  Private Equity Deal Flow
•  Leverage Market Trends
•  Mezzanine in EU & US
•  Impact of External Regulation   •  Growth Capital for SMEs
•  New Mezzanine Origination Sources
•  Future of the CLO Market 
With a mix of expert presentations, case studies, interactive panel debates and innovative networking sessions, this two day conference will provide you with a valuable insight into the mezzanine market. This event is crucial in helping you understand the opportunities for growth and development in the global mezzanine market
Register Now for your 10% Discount
Just Quote VIP Code: FKW52267GFM


Asia-based fund manager outlook

Fri, 09/10/2015 - 09:29

In June 2015, Preqin surveyed 61 Asia-based private equity and venture capital fund managers to gain insight into their attitudes towards the fundraising environment, deals landscape and issues affecting the private equity industry as a whole. This extract from the Preqin Special Report: Asian Private Equity analyses the key findings from the survey, highlighting the overarching trends and outlook for Asian GP activity for the next 12 months.  ... »

Special report
US Hedge Fund Services 2015

US Hedge Fund Services 2015

Wed, 30/09/2015 - 11:21

A rising tide of regulation is threatening to swamp US hedge funds with significant trading, distribution and reporting issues.This Hedgeweek Special Report unravels these issues, guides managers through the solutions currently available to them, and examines the challenges of running activist hedge funds, where assets have grown to USD120 billion over the past decade... »

Special report
The TYVIX Index: Navigating through interest rate volatility

With interest rates set to rise, this Hedgeweek Special Report examines the the latest tools available to fixed income investors and traders in the form of the CBOE/CBOT 10-year US Treasury Note Volatility Index (The TYVIX Index) and TYVIX futures, which give traders an effective way to hedge, gain exposure to, or trade interest rate volatility.... »

Preqin Special Report: Hedge Fund Manager Outlook – Augst 2015

Unrealised assets in tail-end funds

Mon, 28/09/2015 - 14:40

Distributions from private equity funds have improved greatly in recent years as managers have taken advantage of improving market conditions to realise value from remaining assets in their portfolios. This has gone some way to alleviating concerns regarding the overhang of unrealised value in ageing funds; however, the issue has not yet been fully rectified, particularly as funds raised in the boom years of 2005-2008 reach the 10-year mark. ... »

Index options & futures

John Angelos, CBOE

Interest rate volatility is like a storm cloud building on the horizon. The US Federal Reserve has kept rates stable for nigh on a decade, but global asset managers are now preparing for their fixed income portfolios to feel the impact of a rate rise later this year.  ... »

Front Office Interest Rates Quant

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Ph.D - Machine Learning/NLP

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