Assessing the possible sources of systemic risk from hedge funds (Financial Services Authority)

August 2012

KEYWORDS: hedge funds, financial services, FSA, leverage, market risk, Liquidity, liquidity risk, high-water mark, net asset value, banks, counterparty risk, AIFMD, IOSCO, managed futures, Hedge Fund Performance, market data, credit default swaps, CDS, Equity markets, derivative, contracts for difference, Survey, Prime Brokerage, prime broker, Lehman Brothers, collateral, margin, portfolios, portfolio concentration

Authors:

Financial Services Authority

Organizations:
  • Financial Services Authority

Summary:

This paper sets out the results of the Financial Services Authority’s latest Hedge Fund Survey (HFS) conducted in March 2012 and the Hedge Fund as Counterparty Survey (HFACS) conducted in April 2012.

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