Solutions
With the industry showing strong growth, William Keunen outlines the key trends tracked by Citco, which has seen hedge fund assets under administration increase by USD 3
Eurex Repo, a subsidiary of the derivatives exchange Eurex, introduced a new user interface this week for trading in euro and Swiss franc repos.
CDC IXIS Asset Management, has selected Riskdata’s HEDGiX solution to manage the risk of its alternative investment portfolio.
London-based Baring Asset Management (BAM) has signaled its commitment to alternative investment products with the appointment of Andrew Edgington as Head of Pro
Swiss-based Ascentis Capital has announced the launch of the Ascentis Abraxas Fund, a Cayman Island Limited Partnership.
Drake Management LLC is partnering with RiskMetrics Group, Inc. to develop its portfolio analytics and risk measurement tools.
Through implementing RiskMetrics Group’s full suite of risk measurement systems tailored for absolute return strategies, Drake will build upon its proprietary variance/covariance risk aggregation methodology, a version of the Black-Litterman approach.
One such application is RiskMetrics Group’s RiskManager(tm) software, a state-of-the-art risk management tool that facilitates the creation of tailored, flexible Value-at-Risk (VaR) reports and stress tests.
Portfolio-level risk information can be broken down and viewed inmany ways, quantifying aggregate exposures and marginal risk contributions. In this way, Drake expects to be
The influential Washington-based Managed Funds Association has argued strongly for a speedy and favourable review by the CFTC of the application by Eurex for con
Pairs and relative value traders mining high potential trading opportunities are being offered a ‘power tool’ by San Francisco-based 4th Story.
