Tue, Jul 26, 2016
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. Opalesque Exclusive: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. HFR: Hedge funds post strong gains in mid-July as markets recover from Brexit losses[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted strong gains through mid-July as the equity markets continued the recovery from Brexit losses. The HFRX Market Directional Index gained +2.17% (+4.22% YTD) and the HFRX Global Hedge Fund Index gained +1.03% through mid-month (+0.19%

  4. News Briefs - Carlyle goes on trial for a financial-crisis meltdown, Private equity and venture capital outperformed public markets in 2015, Pippa Middleton gets engaged to hedge fund manager James Matthews[more]

    Carlyle goes on trial for a financial-crisis meltdown Carlyle Group co-founder Bill Conway was in court on this small island last week recounting one of the most bruising episodes in his private-equity firm’s history: the 2008 collapse of mortgage-bond fund Carlyle Capital Corp. Carlyle

  5. …And Finally - Two men fall off cliff playing Pokemon Go[more]

    From BizarreNews.com: Two men who fell from a seaside cliff north of San Diego told authorities they became distracted while playing augmented reality game Pokemon Go. Encinitas fire Battalion Chief Robbie Ford said one of the men fell about 50 feet down the bluff in Encinitas while the other man fe