Cheyne Enlists Imagine's Risk Management Software for UCITS Fund

Telephone box in Parliament Square
London-based Cheyne Capital implements risk management tool from Imagine Software.

UK hedge fund manager will use Imagine's software to automate its historic and parametric VaR calculations.

Cheyne Capital, a London-based hdge fund manager with approximately $6 billion under management, has enlisted New York-headquartered Imagine Software's cloud-based profit and loss (P&L) and risk management tool for its new Global Credit Fund.

Cheyne's Undertakings for Collective Investment in Transferable Securities (UCITS)-compliant fund will use the software to manage its risk, including automating its historic and parametric Value-at-Risk (VaR) calculations.

"Imagine's software has provided us with best-in-class risk management for this new fund," says Dr Vasilios Siokis, chief risk officer (CRO) at Cheyne.

  • LinkedIn  
  • Save this article
  • Print this page  

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: