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Hedge funds and their implications for financial stability

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Author Info
Tomas Garbaravicius () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)
Frank Dierick () (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main, Germany.)
Abstract

The paper provides an overview of the hedge fund industry, mainly from a financial stability and European angle. It is primarily based on an extensive analysis of information from the TASS database. On the positive side of the financial stability assessment, hedge funds have a role as providers of diversification and liquidity, and they contribute to the integration and completeness of financial markets. Possible negative effects occur through their impact on financial markets (e.g. via crowded trades) and financial institutions (e.g. via prime brokerage). Several initiatives have been launched to address these concerns and most of them follow indirect regulation via banks. If any direct regulation were to be considered, it would probably have to be implemented in a coordinated manner at the international level. At the EU level there is currently no common regulatory regime, although some Member States have adopted national legislation.

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File URL: http://www.ecb.europa.eu/pub/pdf/scpops/ecbocp34.pdf
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Publisher Info
Paper provided by European Central Bank in its series Occasional Paper Series with number 34.

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Length: 74 pages
Date of creation: Aug 2005
Date of revision:
Handle: RePEc:ecb:ecbops:20050034

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Related research
Keywords: Asset management; crowded trades; financial regulation; financial stability; hedgefunds; prime brokerage; risk management.;

Find related papers by JEL classification:
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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Cited by:
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  1. John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Staff Reports 291, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
  2. Mark Carlson & Jason Steinman, 2008. "Market conditions and hedge fund survival," Finance and Economics Discussion Series 2008-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  3. Stulz, Rene M., 2007. "Hedge Funds: Past, Present, and Future," Working Paper Series 2007-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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This page was last updated on 2009-11-20.


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