Tue, Aug 4, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Delegates explain that the Dutch Central Bank monitors proportions of hedge fund investments in institutional portfolios

Monday, March 18, 2013

amb
Jasper Anderluh
By Beverly Chandler, Opalesque London:

Speaking at the Opalesque Netherlands Roundtable, sponsored by Eurex and Taussig Capital, Jasper Anderluh, principal and CEO of HiQ Invest explained that the Dutch Central Bank monitors institutions invested in hedge funds.

Anderluh said that he had found a meeting with a small Dutch pension fund was abruptly concluded because they already had a sizable allocation to alternative funds. "They would love to add more hedge funds and other uncorrelated alternative investment strategies, but it seems they run into issues with the Dutch Central Bank if they invested more into hedge funds. As they already have more than 20% in alternative investments, the Dutch Central Bank kind of flagged them, and they had to go through an audit because of their allocation to alternative investments" Anderluh explained, asking what the Dutch Central Bank is looking for in its audit. "Would a consolidated risk report from a provider like RiskMetrics suffice, or would they ask for a line-by-line exposure? For example, we have 1,500 lines now in our portfolio, and they change very rapidly every day. So, even if you look at those positions, you do not really see anything" Anderluh said.

Michiel Meeuwissen, Senior Po......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Activist News - Celgene says patent-fighting hedge fund manager wants to short its shares[more]

    From Reuters.com: Celgene Corp, one of the world's largest biotechnology companies, has accused U.S. hedge fund manager Kyle Bass of attempting to profit from his attempts to wipe out several major drug patents through his Coalition for Affordable Drugs. The company asked the U.S. Patent and T

  2. Einhorn's Greenlight Capital hedge fund slumps 6.1 percent in July[more]

    From Reuters/Thefiscaltimes.com: Hedge fund mogul David Einhorn's Greenlight Capital slumped 6.1 percent in July and is now down 9 percent for the year after gold, one of the fund's top holdings, tumbled to five-year lows last week. Greenlight notified clients of its returns late on Friday, ac

  3. Performance - Some hedge fund small-cap energy stocks have been free falling, Dan Loeb's simple strategy destroys the market, Baupost lost 1.4% last quarter as energy bargains proved elusive[more]

    Some hedge fund small-cap energy stocks have been free falling From Marketrealist.com: According to a July 28, 2015, Bloomberg article, there was a 34% fall in small-cap energy stocks over the past three months. These shares are tracked by the Russell 2000 Energy Index. Small-cap energy

  4. Legal - Hedge funds hit Rothstein Kass with $75m malpractice suit, JPMorgan questioned on private bank’s hedge fund disclosures, Kijani fund, seized by regulators in Cayman Islands, spotlights risks in lightly regulated market[more]

    Hedge funds hit Rothstein Kass with $75m malpractice suit From Law360.com: Two investment funds have sued Rothstein Kass & Co. PC for at least $75 million, claiming the New Jersey auditing firm committed accounting malpractice by failing to properly scrutinize overblown valuations of the

  5. Assets - Hedge funds are getting smoked by the commodities slump, Global ETF assets could more than double by 2020[more]

    Hedge funds are getting smoked by the commodities slump From Businessinsider.in: The collapse in commodity prices has burnt another hedge fund. Vermillion, a commodity hedge fund backed by Carlyle Group, has seen its flagship fund's assets fall from nearly $2 billion to less $50 million,

 

banner