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

August 2012

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

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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