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Alternative Market Briefing

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

Monday, March 18, 2013

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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......................

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