Monday, February 28, 2005
PB Inquiries from "Seedling" HFs (Albourne Village)
Global Netting from Prime Broker
posted by volkerx on Saturday 26 Feb 2005 15:43 GMT
Can anyone tell me what might (roughly) be the minimum level of AUM at which a prime broker would start to work with a seedling HF on the basis of Global Netting. We run an Equity Market Neutral strategy und would prefer to see our cash in a structured bond portfolio, thus contributing return to our basic HF strategy.
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Cross product margining systems
posted by freshfield on Friday 25 Feb 2005 11:27 GMT
Hello villagers. It appears that the strategic drive for prime brokers now is developing ever more sophisticated cross product margining sytems. Correlating and stress testing products from a variety of classes is the way forward. Does any one out there have direct experience of prime brokers capabilities in this space and able to prepared to comment on their experiences?
posted by volkerx on Saturday 26 Feb 2005 15:43 GMT
Can anyone tell me what might (roughly) be the minimum level of AUM at which a prime broker would start to work with a seedling HF on the basis of Global Netting. We run an Equity Market Neutral strategy und would prefer to see our cash in a structured bond portfolio, thus contributing return to our basic HF strategy.
*************************************************************************************
Cross product margining systems
posted by freshfield on Friday 25 Feb 2005 11:27 GMT
Hello villagers. It appears that the strategic drive for prime brokers now is developing ever more sophisticated cross product margining sytems. Correlating and stress testing products from a variety of classes is the way forward. Does any one out there have direct experience of prime brokers capabilities in this space and able to prepared to comment on their experiences?
# posted by Tom @ 1:44 PM 
