<< A SQUARE archive sorted by date
<< A SQUARE archive sorted by category
[11Jun12] [Insurance] Investing in life settlementsMarket update and performance of life ILS funds
[10May12] [Insurance] ILS market updateIndustry analysts say 'good time to invest in ILS'
[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
[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] Transferring catastrophe risk to capital marketsTransferring catastrophe risk to the capital markets is conceptually similar to transferring credit risk through credit-linked securities. Yet,...
[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
Bailey McCann, Opalesque New York:
Trade financing is gaining traction with investors and one fund, the EuroFin Asia Group. Christian Stauffer, the founder and CEO of EuroFin explained in a recent interview
Opalesque Industry Update: US law firm Akin Gump has published a top 10 of FAQs on the AIFMD. The firm writes: On July 22 2013, the Alternative Investment Fund Managers Directive (“AIFMD”) is due to be implemented in every member state
Opalesque Industry Update: The Swiss Fund Association has announced that in May 2013, the volume of assets placed in the investment funds
covered by the statistics compiled by Swiss Fund Data AG and Lipper reached around
CHF 763 billion, a slight rise of
Opalesque Industry Update - HFR's UCITS indices report the HFRU Event Driven Index posted a decline of -1.06% through mid-June, from declines in Asian and Brazilian Special Situations, Merger Arbitrage and
This piece was contributed by Oliver Lodge of UK based Owl Regulatory Consulting.
Whatever our hazy recollections of the good old days, there never was a time when regulators were relaxed about the promotion of unregulated collective inve
Opalesque Industry Update: Managed futures lost 1.31% in May according to the Barclay CTA Index compiled by BarclayHedge. The Index remains up 0.61% year to date.
“May’s trend reversal in gl
Opalesque Industry Update - The Regulatory Fundamentals Group (RFG), a New York-based firm that provides strategic business and regulatory insights for alte
From Precy Dumlao, Opalesque Asia – North Carolina hedge fund manager James Alexander Shepherd pleaded guilty to defrauding investors of at least $6m after admitting to using a personal post office bo
By Beverly Chandler, Opalesque London:
The Opalesque 2013 West Coast Roundtable, sponsored by Sunrise Capital,
Opalesque Industry Update: Hedge funds gained 1.06% in May, according to the Barclay Hedge Fund Index compiled by BarclayHedge. The Index is up 5.87% year to date.
“While improving consumer
Opalesque Industry Update – The Dow Jones Credit Suisse Hedge Fund Index (the “Broad
Index”) finished up 0.42% for the month of May.
Performance for the Broad Index and its 10 sub-strategies is
Opalesque Industry Update - LGT Capital Partners has been awarded a GBP 100 million multi-alternatives mandate from Kingfisher Pension Scheme. The mandate is focused exclusively on alternative investm
Opalesque Industry Update – The Newedge Trend Index fell 3.65% in May 2013 (3.74% YTD), relinquishing some of the gains from March and April. The Newedge Short-Term Trading Index finished slightly po
Opalesque Industry Update — RBC Capital Markets today reported that for the month of May 2013 the RBC Hedge 250 Index® had a net return of 0.60 percent. This brings the year-to-date return of the Inde
Opalesque Industry Update - Lyxor Asset Management (“Lyxor”) has announced the launch of the Lyxor / Tiedemann Arbitrage
Strategy Fund (the “Fund”), a
From Precy Dumlao, Opalesque Asia:
The Navigator Absolute Return Fund is maintaining its winning streak with consistent positive returns since inception in March ’08 after posting 0.67% in May (+3.29% YTD). The fund
Hedge fund launches rose in 1Q13 from the previous quarter, and totalled 297 funds, the third highest quarterly launch total since the beginning of 2008, reported HFR
Opalesque Industry Update — BarclayHedge and TrimTabs Investment Research reported today that hedge funds took in a net $430 million (0.02% of assets) in April 2013, building on an inflow of $817 mill
Opalesque Industry Update: The gross return of the SS&C GlobeOp Hedge Fund Performance Index for May 2013 measured 0.77%.
Hedge fund flows as measured by the SS&C GlobeOp Capital Movement Index ad
By: Andre Boreas, Director-Alternative Investments, Intralinks
I had the opportunity to attend a real estate conference a few weeks ago where the topic of transparency was a hot button issue. More information, quicker turnaround times and deeper due diligence was the mantra among the general par
This piece was authored by Melanie Rijkenberg, CFA, Associate Director, Pacific Alternative Asset Management Company Europe LLP.
Since the start of the year we have seen a clear de-correlation in global markets and most n
In the article below, Alex McKnight, investment manager at GAM, an independent, active investment management firm, comments on why convertibles are catching investors’ eyes.
We believe the "great rotation" is ov
This article was authored by Shahid Ikram, CIO at Aviva Investors, a global asset manager that is part of Aviva, one of the world’s largest insurance companies, and appeared first in Swiss daily newspaper Le Temps on Monday.
This article was authored by Donald A. Steinbrugge, Managing Member of Agecroft Partners LLC, a third-party marketer based in Richmond, VA, U.S.
It has been recently covered in the media that Mary Jo White, who became SEC chair
This article was authored by Deborah Prutzman, Founder and CEO of New York based-RFG, which provides, among other things, regulatory and risk guidance.
AIFMD—As a U.S. adviser, are you within its scope and can you avoid its reach?
This piece was provided by Elena Ambrosiadou, chief executive officer of Ikos Asset Management.
Cyprus is in the middle of a financial maelstrom - where did it come from and what needs to be done about it now? Cyprus is the third
This article was provided by Bijesh Amin, Co-Founder/Managing Director at Indus Valley Partners.
To shadow or not to shadow
At least that is the question facing many large hedge funds with assets well
above the magical $1bn mark.
The production of a portfolio NAV (Net Asset Value) is
Beverly Chandler, Opalesque London: Reporting from the GAIM conference in Monaco, CooConnect finds that funds of funds are taking action over their fees.
The site writes: "Funds of funds have insist
Beverly Chandler, Opalesque London: Investment software provider Multifonds has published its white paper, entitled: The impact
of AIFMD and
convergence survey. Key findings from the survey include:
83% of respondents agree convergence o
The Swiss Fund Association has announced that in May 2013, the volume of assets placed in the investment funds covered by the statistics compiled by Swiss Fund Data AG and Lipper reached around CHF 763 billion, a slight rise of CHF 2.6 billion month-on-month. This represents a marked increase of jus
Hedge funds brace for renewed debt crisis
From Indiatimes.com: The euro zone's debt crisis may be far from over, while Japan's money-printing gamble to revive its economy could destabilize global markets if it doesn't work, some hedge fund managers say. They are taking the view that the
Featuring : A multi-family office backing prop traders, market makers and CTAs.Eric Wong from TCG Capital, a multi-family office based in Hong Kong, has found an interesting niche providing capital - mainly via managed accounts - to market makers, proprietary trading firms, and CTAs.
In this O...» Watch the video
Richard W. Fields
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Near Term Trend: NegativeTuesday’s Trade: (ASIA): 21,225.88 (Unch)UPDATE: Prior to last week, we stated, “Based on the position of current price action to the 21- Day Moving Average Line, this market is extremely oversold. I would not initiate a sell in this region, and would book at least 50% profits, if you have been short. 21,400 to 21,150 represents key support region. A bounce within the next few trading days is likely, and a retrace could bring the Index back up to 22,100”. As of the last few trading days, the market is in fact bouncing higher, but the important resistance test will at our internal (red) resistance line overhead at 21,615.