Asset management

Optimal allocation to hedge funds

Lionel Martellini and Mathieu Vaissie argue that it is only by taking into account the exact nature and composition of their existing portfolio that institutional investors can maximise the benefits they can expect from investing in hedge funds. To this…

Hedge funds solve the risk culture puzzle

As recent reverses amply demonstrate, risks beyond investment risk can cause even the most sophisticated hedge funds to take a battering. Navroz Patel finds out about leading managers' greatest fears, and how they are tackling thorny issues such as…

Hedging of corporate pension liabilities

Bernd Scherer here proposes a normative theory of asset/liability management that views externally funded pension funds exclusively from a corporate finance point. Standard asset management solutions are derived after the corporate finance problem has…

Modelling venture capital funds

Modelling venture capital funds is a challenge and has become more important due to recentand upcoming securitisation deals, the need for efficient portfolio management, and Basel II.Here, Thomas Meyer and Tom Weidig summarise the issues both industry…

Debate and controversy mark Op Risk 2003 events

Delegates at the fifth annual Operational Risk and Risk magazine operational risk conferences in London and New York this March were treated to what one speaker described as a "smorgasboard" of discussions on the subject. Attendees could choose from…

Small firms welcome EU proposals

BRUSSELS - European investment firms welcomed the European Commission's decision to create a special regime for them in terms of the operational risk provisions of proposed new capital adequacy rules, according to trade bodies representing the firms.

European asset managers gear up for CAD3

European asset management firms wanting to comply with the most sophisticated measurement method allowed in the revised Basel Accords—the advanced measurement approach (AMA)—must prepare now, as it requires them to have a whole set of advanced risk…

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