Hedge Funds
144 white papers and resources
Hedge funds are a managed group of investments. Generally they will undertake a mixture of trading activities and have a wide array of investment strategies and techniques. They will be active in both domestic and international markets. They are in pursuit of the highest return as well as their traditional aim being to reduce risk. Risk Library provides a range of hedge fund white papers on key issues organisation need to consider including positions, markets, expected returns, rate of investment, time-frames, diversity and techniques.
Solvency II – Capitalising on market distortions
European insurers – one of the largest groups of investors in the global financial markets – will operate under a single regulatory framework for the first time when Solvency II comes into force in 2013. This could trigger large re-allocations among their €7 trillion ($10 trillion) of assets, in…
Risk management tools for the buy side
Risk management for the buy side has many similarities with that for the sell side, but there are also many significant differences.
When is a hedge not a hedge? ALM under Solvency II
Solvency II increases the focus on the sourcing and calibration of accurate and representative discount curves. Alterations to discount curves may change optimal hedges and necessitate re-hedging.
Commodities investment – know your options, manage your risks
Events over the past three years have generated extreme levels of volatility in the commodities arena.In this article, Standard Chartered provides companies and investors with some keen advice on hedging against these sharp moves, and the clear advantages of commodities investment over the long…