June 20, 2006
Hedge fund risk practices improving: Study
Hedge funds have managed to greatly improve their risk management practices in recent years to reduce threats to the financial system and investor losses from fund failure, a new study released recently concluded. However, still more needs to be done to allay risk in this fast-growing and evolving industry, where funds invest across an increasing array of asset classes in trades that are often backed by leverage, or debt, the study said. Reuters.com reports:
Still, the study, culled from interviews of more than 100 risk executives and managers at 35 top hedge funds and 15 global broker-dealers, concluded that improvements need to be made, particularly in the area of independent valuation of thinly traded securities, an increasing area of hedge fund focus.
Read more: Hedge funds have improved risk practices - study
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