Counterparty Risk Proposals May Affect Hedge Fund Practices

RISK MANAGEMENT

NEW YORK--The Counterparty Risk Management Policy Group (CRMPG) last month released a plan designed to establish a new risk management benchmark. Instituted in the wake of the Long-Term Capital Management (LTCM) debacle, the proposal would require firms to implement substantial infrastructures for asset/liability management and analysis.

The immediate impact on buy-side firms is unclear, but if the proposal is adopted industrywide, it may lead commercial and investment banks that have

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