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  1. Comment – Hedge funds face triple conundrum [more]

    From Asian Investor / Businessweek.com: … Picture this: Your hedge fund had a pretty good 2008. By slashing net exposure, it ended up roughly flat. Towards the end of the year, those funds that blinked and went long-biased got whacked, but not yours. You hung tough and maintained low net exposure in

  2. North America – PPIP has lost momentum, JPMorgan`s investment banking gaining on Goldman [more]

    PPIP has lost momentum From WSJ.com: Markets initially rallied when Treasury Secretary Timothy Geithner announced in March a two-pronged plan to offer favorable government financing to entice investors to buy bad loans and toxic securities from banks. But that initiative -- calle

  3. Accounting – Update: Hedge funds, private equity brace for US reports tracking foreign holdings, The IRS extends the due date for some filers of foreign bank and financial account reports to September 23, 2009 [more]

    Update: Hedge funds, private equity brace for US reports tracking foreign holdings From Reuters/Guardian.co.uk: Hedge funds, private equity firms and other investors are scrambling to meet a looming deadline to report their offshore income, as U.S. tax collectors boost efforts to track

  4. Opalesque Exclusive: Hedge funds taking liquidity risk outperform by 4.86% p.a., but gate provisions contribute to asset-liability mismatch, research says [more]

    By Matthias Knab, Opalesque Germany: New research from Melvyn Teo, Associate Professor of Finance and Director, BNP Paribas Hedge Fund Centre at the Singapore Management University finds that hedge funds taking liquidity risk outperform by 4.86 percent per annum, % p.a., however having the option t

  5. How do models for natural catastrophes differ from those for terrorism catastrophes?: The framework used to model terrorism risk is similar to that of natural catastrophes. [more]

    The framework used to model terrorism risk is similar to that of natural catastrophes.

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The end of the 5%: Hedge funds get institutional inflows straight from equity portfolio

Opalesque Round Table

NEW 2009 Opalesque New York Roundtable with:

  1. Ed Robertiello, Managing Director, head of the fund of hedge funds Americas at Credit Suisse
  2. Tim Schuler, CFA, Senior Vice President & Investment Strategist, Permal Group
  3. Carrie McCabe, CEO and Founder of Lasair Capital
  4. Chris Acito, Founder of Acito Advisory Group, former Managing Director and Global Chief Operation Officer for Investcorp's Hedge Fund Group
  5. John M. Bader, Co-Chairman and Chief Investment Officer of Halcyon Asset Management
  6. Bill Geisler, Portfolio Manager, Malbec Partners
  7. Christopher Pucillo, Chief Investment Officer and Portfolio Manager, Solus Alternative Asset Management
  8. Katherine S. Kim, Senior Analyst, Affirmed Capital
The Round discusses fundamental changes in asset allocation of public and corporate pensions, who have started to allocate to alternatives straight out of their equity portfolio, rather than putting hedge funds into a "5% niche". You will learn details:
  • What macro signals hedge funds are using for their strategic positioning
  • Challenges for emerging managers: What happened to seeding?
  • New insights on risk and reward of different asset classes and hedge fund strategies
  • What are the "rescue mandates" that Credit Suisse and other notable firms are now getting?
  • What are the huge opportunities investors can pursue in the secondary markets for hedge funds?
  • What new hedge fund compensation models are already now being deployed, but why do hedge fund fees not seem to ever go down?
  • What keeps many hedge funds from participating in TALF and PIPP programs?
  • and much more!

A SQUARE Faculty
A Fund as a Primary Factor or Re-factor

Faculty Alexandra PoeWhile commercial banks have long been the primary source of factoring finance, there are structures that make it possible for a private fund to stand in those shoes instead, as a primary factor or, more likely as a re-factor.

» Read More

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AMB Editor

Opalesque Exclusive: New York Roundtable: Hedge fund managers say macro signals point to `muted recovery` in 2009
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Fund invests across the entire value chainFaculty

Agriculture

Agriculture - has a history of structural underinvestmentRead More

CME- EURO vs. U.S. DOLLAR (CASH) - Weekly graph

Intermediate Trend (3 months): Positive Thursday’s Close: 140’75 (+ 90) UPDATE: For the last four weeks, the market has been in a holding pattern. A move toward 135’00 is still not out of the question, but the Dollar remains weak overall, and as we pointed to, last week, a weekly settlement (Friday close) above 140’80 could allow the market to trade toward 145’00. Reason being, it would be the first time the market posts a weekly settlement above the Blue Downtrend line dating back to August, 2008. We documented those thoughts when the market was trading 139’85. As it turned out the market settled Friday just 5 ticks from our pivot. Is it enough?
 
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