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From Kirsten Bischoff, Opalesque New York:
The recent SEI survey “The Era of the Investor, New Rules of Institutional Hedge Fund Investing” clearly laid out the reporting expectations that institutional investors have of the funds they allocate to. “Investors are looking beyond the numbers, focusing increasingly on the factors generating performance,” SEI reported.
This is translating to an increased focus on utilizing real time risk management tools, says Eric Bernstein COO at hedge fund portfolio and risk management solutions provider Sophis. Time has collapsed rapidly in this area, from what used to be monthly, then weekly, then in some cases daily risk reporting has now become a real-time focus for hedge funds and their investors.
After strong hedge fund performance in 2009, many investors – especially large institutional investors that took heavy hits across their portfolios – are looking to allocate to alpha generating managers. However, investors have been burnt by such things as correlations within their own portfolios, and the performance and liquidity risks that come with them. They fully intend to track these things in managers, and expect managers to have the infrastructure to supply them with this information.
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