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Portfolio margin is a risk-based margin policy available to qualifying US investors. The goal of portfolio margin is to align margin requirements with the overall risk of the portfolio. Portfolio margin usually results in significantly lower margin requirements on hedged positions than under traditional rules.
Hedge funds share many of the same types of risk as other investment classes, including liquidity risk and manager risk. [93] Liquidity refers to the degree to which an asset can be bought and sold or converted to cash; similar to private-equity funds, hedge funds employ a lock-up period during which an investor cannot remove money.
In connection with an investigation into the SEC's role in the collapse of Bear Stearns, in late September, 2008, the SEC's Division of Trading and Markets responded to an early formulation of this position by maintaining (1) it confuses leverage at the Bear Stearns holding company, which was never regulated by the net capital rule, with leverage at the broker-dealer subsidiaries covered by ...
Since a debt-free company is rare to find, measuring the debt level of a company is an important point of consideration while making an investment decision. Risk-Averse Investors May Buy These 5 ...
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This includes risk-based capital in our traditional subsidiaries to be between 425% and 450%, holding company liquidity to be greater than $2 billion and ample leverage capacity between 21% and 22%.