An EDHEC-Risk Institute study from the Lyxor research chair on “Risk Allocation Solutions” develops a conditional approach to risk parity, which contrasts with standard unconditional risk parity portfolios. According to the paper, “Towards Conditional Risk Parity – Improving Risk Budgeting
Hedge funds are continuing to develop risk management practices that fit the needs of investors and fund managers alike, according to a study from the Managed Funds Association, BNY Mellon, and HedgeMark. The study, entitled “Risk Roadmap: Hedge Funds and
European Commodity Clearing (ECC) has held the first meeting of its newly established risk committee. The establishment of the committee represents a significant step towards putting clearing houses in the framework of the current clearing and financial market regulation (EMIR
Maples Fund Services has expanded its hedge fund capabilities with the launch of a MaplesFS Connect risk dashboard that will complement the services provided to fund administration clients with a fully-integrated solution for online risk reporting. This dashboard will further
PortfolioScience, a provider of on-demand risk management systems for hedge funds and hedge fund service providers, has added interest rate swaps (IRS) coverage to RiskAPI, the company’s API-based risk analysis service. The extended coverage allows hedge funds, fund service
Kepos Capital has selected MSCI for Open Protocol reporting, an industry wide risk reporting initiative. MSCI will generate the Open Protocol reports by leveraging Kepos Capital's participation on HedgePlatform, MSCI's hedge fund transparency tool which covers over 1,400 hedge funds,
PortfolioScience, a provider of on-demand risk management systems for hedge funds and hedge fund service providers, has integrated its RiskAPI platform into the MIK Data Warehouse solution. The completed integration enables hedge funds that use MIK’s data warehouse to
Vichara Technologies, a provider of valuation and risk management solutions for structured finance, has integrated its V* CLO solution with Markit’s pricing services. The collaboration between Vichara and Markit will allow mutual clients to access Markit’s pricing service within Vichara’s
Simple Alternatives, along with Ineichen Research and Management, has published a research paper authored by Alexander Ineichen titled "Hedge Fund Performance". In this research, Ineichen examines recent hedge fund performance and discusses concepts related to absolute returns investing and active
Kinetic Partners, a professional services firm to the asset management, investment banking and broking industries, has launched a risk monitoring and reporting platform in partnership with Riskdata, a risk management solutions provider. The service provides a scalable, transparent, Ucits-compliant, third
