<< A SQUARE archive sorted by date << A SQUARE archive sorted by category
[26Sep11] [Insurance] A SQUARE 26 Sep 2011Investing in insurance-linked securities - The Solidum Cat Bond Fund
[29Apr11] [Insurance] A SQUARE 29 Apr 2011A new study analyzing performance and risk of open-end life settlement funds
[06Jan11] [Insurance] A SQUARE 06 Jan 2011Insurance-linked securities
[08Nov10] [Insurance] A SQUARE 08 Nov 2010Investing in traded life policies
[25Aug10] [Insurance] A SQUARE 25 Aug 2010Catastrophe bonds
[23Apr10] [Insurance] The catastrophe market – A Q&A with Nebula Capital Management's Aleem MawjiInstruments, trends and innovation on the market for catastrophe reinsurance
[08Mar10] [Insurance] UK promises huge opportunities for longevity swaps marketA Q&A with Centurion Fund Managers
[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - IExtreme mortality bonds are really designed for extreme events. So far nothing came even close to paying out.
[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - IIOnly mortality risk has been securitised and all health risk still remains within the insurance sector.
[30Apr09] [Insurance] Special - Pandemic Related Insurance Investing - IIIThe current Mexican swine flu crisis is the first major excess mortality threat since SARS in 2003, and may motivate further excess
[07Dec08] [Insurance] Insights on what makes the valuation of life settlements complexFor a single policy, longevity reduces the return significantly.
[04Nov08] [Insurance] High frequency, low severity insurance led investingIn fact, the AXA motor offering is a phenomenon - for such publicly investable opportunities are few and far between
[12Sep08] [Insurance] A fund that implements diversified strategies focused on investing in longevity/mortality riskExpertise and experience in premium financing as well as in re-insurance
[20Aug08] [Insurance] An insurance linked securities fundAllocation bias is portfolio based securitisations - where frequency and not severity is the value driver
[31Jul08] [Insurance] A Diversified CAT Bond FundAn early participant in cat bond investing - experience and expertise
[17Jul08] [Insurance] New risks being considered for securitisation & more ...Some players in the industry are also exploring the potential securitisation of casualty risks – specific classes of liability exposure.
[13Feb08] [Insurance] Marine/cargo insurance risk - prospects of securitisationWe have seen marine in some capital markets quota share deals (a.k.a. sidecars).
[31Jan08] [Insurance] An Insurance Event Linked Securities FundStructural independence to equity, bond and non-traditional markets
[21Nov07] [Insurance] A Cat Bond FundFund invests in insurance linked securities essentially in the form of bonds
[24Oct07] [Insurance] An investment manager that specialises in catastrophe reinsurance and weather riskActive in the space for over a decade, we recognised that there was a gap between the two capital markets: institutional investors seeking non-correlated returns and insurance markets seeking additional risk capacity.
[19Sep07] [Insurance] H21 ILS Opportunities Ltd.The fund invests in a diversified portfolio of instruments linked to insurance risks (life and non life)
[05Sep07] [Insurance] Innovative modelling from RMS' perspectiveWe encourage clients to understand model sensitivity by making it possible to explore how to test assumptions around the severity and frequency of events.
[05Sep07] [Insurance] 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.
[31Jul07] [Insurance] Horizon FundAccess to to cat bonds, life and non life insurance securitisations and weather derivatives via a fund structure
[23May07] [Insurance] Securis I FundThe fund invests primarily in assets which carry exposure to insurance risk, in particular, insurance-linked securities (ILS). The returns arise from receipt of cash flows over time.
[10May07] [Insurance] Securitisation - Non Life RisksInvestor appetite for insurance linked securities (ILS) continues to grow since they bear little to no correlation with the defaults of most other securities, and therefore offer greater diversification in an investment portfolio
Benedicte Gravrand, Opalesque Geneva: What would happen to the fund industry if the eurozone were to deteriorate or even break up? Would funds move to other domiciles, and which ones? According to Simon Osborn, CEO of FundDomiciles.com, we
From Precy Dumlao, Opalesque Asia: The Asian OTC derivatives market is much larger than its Latin American counterpart with Singapore leading the OTC interest rate derivatives market averaging $35bn in daily turnover in April 2010, said a new report by research and advisory firm
By Beverly Chandler, Opalesque London: Fernando Lolo’s Directional Alpha, is a proprietary trading and alternative investment firm headquartered in Washington DC, focusing on global-macro and event-driven investment strategies, founded in 2011. Lolo, who has the CAIA qualification, brings with
Bailey McCann, Opalesque New York: Despite large sell offs late last year, emerging market currencies present an enticing opportunity according to Bart Turtelboom, managing director and co-head of global emerging markets at New York-based GLG p
In the week-ending February 3, 2012, it was reported that Deutsche Bank is preparing to launch a fund to snap up investors’ illiquid of damaged holdings in hedge funds; London-based Ruby Capital Partners
The author is Deborah Prutzman,CEO, The Regulatory Fundamentals Group, a firm that provides an enterprise-wide view of the US laws that impact alternative asset managers and others involved in the field: In the wake of MF Global, it can be tempting to suggest myriad rules, which, if followed, wo
Opalesque Industry Update: In a major initiative to meet clients’ evolving needs in alternatives, bfinance, an independently owned consultancy firm providing specialist, customised and transparent fin
Opalesque Industry Update – Finisterre Capital, the long/short emerging market total return specialist, has launched the Finisterre Equity Fund. Joint Portfolio Managers of the new fund are Alist
Opalesque Industry Update - SVM Asset Management, the Edinburgh based investment boutique, has launched a strategic partnership with Level E Capital, the Edinburgh based hedge fund. SVM Asset Man
Opalesque Industry Update — PerTrac, the leading provider of analytics, reporting and communications software for investment professionals, today announced the latest release of PerTrac Portfolio, a s
Industry Update - Sal Naro, former co-managing partner of Sailfish Capital, a $4.4 billion asset management firm with approximately $2 billion in hedge fund assets, is announcing the launch of Coheren
Opalesque Industry Update - Global equities posted strong gains to begin 2012 with leadership from Technology and Financials, as US economic data showed signs of improvement and sentiment improved wit
Opalesque Industry Update: Forum Asset Management appointed Robert F. Slutz Chief Operating Officer and Chief Financial Officer on January 31, 2012. He will support the CIO and Forum's trading
Opalesque Industry Update - Stenham has recently made a new hire for the role of Head of Risk Management and Quantitative Research. A seasoned professional, Pablo Balan, has joined us to he
Opalesque Industry Update – The Dow Jones Credit Suisse Core Hedge Fund Index closed up 2.26% in January 2012 as all of the component strategies reported positive results. The Dow Jones Credit Suis
PIIGS exit scenario would bring 40% drop in Euro yield curve and a 20% drop in Euro equities Opalesque Industry Update - SunGard’s APT risk system has modelled different E
Opalesque Industry Update - The Credit Suisse LAB Index was up 1.34% in January according to Dr. Jordan Drachman, Head of Research for Alternative Beta Strategies at Credit Suisse. Dr. Drachman not
Bailey McCann, Opalesque New York: Friedberg Mercantile Group’s flagship fund, Friedberg Global-Macro Hedge Fund Ltd, was down 8.8% in Q4 but was up 40.9% overall for 2011. Comparatively, the Dow Jones Credit Suisse Global Macro index was up 0.38% in 2011. The Cayman-domiciled fund launched
Benedicte Gravrand, Opalesque Geneva: Volatility may reign, uncertainty may now be the norm in financial markets, but there are still some who bet on a rebound of the euro, rather than its death. The European Central Bank (ECB) provided €489bn ($644bn) in 3-year emergency loans to ban
Bailey McCann, Opalesque New York: Multi-asset alternative funds are gaining in popularity as investors look for ways to hedge against market downturns and increased volatility. Indeed, according to
This article was authored by Richard Harris, fund manager at Port Shelter Investment Management, based in Hong Kong. He compares the investment management industry to what it was like 26 years ago. I remember a former Managing Director asking me to write a message to Head Office on a blank
This article was authored by Charles T. Hage. Mr. Hage is currently Compliance Officer at U.S.-based firm Mohican Financial Management, LLC. During his career he has reviewed financial performance measures in alternative investments and managed financial risk in corporate investment programs.
By: Don Steinbrugge, Chairman of Agecroft Partners, a global consulting and third party marketing firm for hedge funds: Since the market correction of 2008, a vast majority of hedge fund net asset flows have gone to a small minority of hedge funds with the strongest brands, marking a change
By Kayode Akindele, Funsho Allu and Fred Binka: partners of 46 Parallels LLP, an investment management business based in London and Lagos. The current focus on supplying finance to the microfinance/SME sector is admirable, but orphans a swathe of important companies across Sub Saharan Africa (SS
By Dr. David E. McClean, lecturer in philosophy and business ethics, Rutgers University & Molloy College, and Principal, The DMA Consulting Group Part of the problem was that only in an environment of crisis can the self-regulators galvanize themselves to actions that they couldn't otherwise
By Victor Murray, LLB, PG Dip LP, Accredited Director and who has been resident in the Cayman Islands from 2002. He is the Assistant Secretary of the Cayman Islands Directors Association. He is admitted as a Lawyer in New York and as a Solicitor in Scotland. He has considerable offshore fund experi
Written by: Stuart Thomson, Chief Market Economist, Ignis Asset Management. Issued by Ignis Investment Services Ltd. Authorised and regulated by the Financial Services Authority. This article contains the personal views of the author and do not necessarily reflect those of Ignis Asset Management.
This article was authored by Donald A. Steinbrugge, CFA, Managing Partner of Agecroft Partners, a global consulting and third party marketing firm for hedge funds based in Richmond, VA. After the market decline of 2008, the hedge fund industry experienced a significant contraction that was drive
Opalesque Ltd., a leading provider of online information services to the alternative investment industry, today announced the results of the Opalesque A SQUARE ('alternative-alternatives') indices covering the performance of niche alternative investment funds. The indices are calculated base
SEC preps for hedge, private equity fund work From Reuters/XE.com: The U.S. Securities and Exchange Commission is about to learn just how big the private fund industry really is. Then it will take on a new mission: Figuring out where the risks in the industry exist, something private fun
Market-specific volatility tends to be linked to weather anomalies that influence the individual softs on a seasonal basis.
Featuring : Opalesque Campus: Top Hedge Fund Academic - Operational Due Diligence as a Source of Alpha.In this Opalesque.TV interview, Professor Stephen Brown describes how his recent research reports into operational due diligence have shown that operational risk is the “disease” that plagues hedge fu...» Watch the video
Dirk Lohmann
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Intermediate Trend (3 Months): Positive Friday’s Close: 2,529.17 (+ 33.34) UPDATE: Over four weeks ago, we simple stated, based on the broad Triangle, and specifically our proprietary blue resistance line, the Index needed to settle above 2,390.00 on a weekly settlement (Friday close) that week or the next - if not it ran the risk of a retracement.Subsequently, as we have reported for the past three weeks, the Index settled above 2,390.00. As per it was an upside break-out, which has allowed the Index to continue to trade to its highest point since 2001 (eleven years).Next 40 points represent resistance challenges.