Research from Greenwich Associates and Omgeo published in February examines more pro-active hedge fund approaches to risk management aimed at dealing with counterparty risk and investor demand. Meanwhile, studies from Tabb Group and Celent Communications put block trading trends and the evolution - and discernable appeal - of Asian equity markets under the spotlight. Stewart Eisenhart reports
1. Greenwich and Omgeo: Top-tier hedge funds beefing up in-house risk management Hedge fund managers have stepped up efforts to reduce counterparty risk, add prime brokers and increase transparency in order to attract investor capital. A new white paper published by Omgeo and Greenwich Associates, A new dawn for hedge fund operations: Reducing risk and building investor confidence, surveyed 52...
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