Editor
WS&T
CISO
DrKW
VP, IT Controls
JPMorgan Chase
Director, Enterprise Risk Management
BearingPoint
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Greg MacSweeney Editor WS&T |
Mike Everall CISO DrKW |
Brian Mitchell VP, IT Controls JPMorgan Chase |
Sandeep Vishnu Director, Enterprise Risk Management BearingPoint |
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Roundtable Analyzes Hedge Funds Best Practices (Part 2)
In a recent roundtable, panelists offered advice on why it is important for hedge funds to increase transparency, perform "checks and balances" on valuations, add dedicated risk management functions and have a business continuity plan for trading operations. Ultimately, these practices will help reduce hedge fund risk and improve investor protections. Continue reading "Roundtable Analyzes Hedge Funds Best Practices (Part 2)" » Hedge Funds Best Practices Outlined by President’s Financial Working GroupEze Castle Integration recently hosted a roundtable discussion about the April 2008 Hedge Fund Best Practices Peport from the Asset Managers’ Committee to the President’s Working Group on Financial Markets. A panel of hedge fund industry executives from Equinox Partners, Ernst & Young and the law firm Bingham McCutchen joined Eze Castle Integration in discussing the Asset Managers’ and Investors’ Committee reports. This blog is the first of two that discusses the reports and requirements for hedge funds, as well as the panel discussion and recommendations. Continue reading "Hedge Funds Best Practices Outlined by President’s Financial Working Group" » MF Global Hires Risk Consultant after Rogue Trader Loses $145.5 millionBrokerage MF Global has hired external risk consultants to review its order entry systems, after a rogue trader lost $141.5 million when he was able to exceed his limit order and place unauthorized trades. The incident comes just weeks after Soc Gen revealed that a rogue trader lost more than $7 billion by placing unauthorized bets on European stock indexes. Continue reading "MF Global Hires Risk Consultant after Rogue Trader Loses $145.5 million " » New Model Attempts to Price CDO OptionsIn the aftermath of the CDO (collateralized debt obligation) crisis, for firms that are ready to dive into securitized credit products again, a new pricing model came out today for valuing exotic credit products such as options on tranches and forward starting CDOs (a forward starting CDO is a single tranche CDO with a specified premium starting at a specified future time). Continue reading "New Model Attempts to Price CDO Options" »  |
