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Hedge Fund Investment by Financial Institutions Under Basel II

Apr. 2008

by Sadayuki Horie

Under the Basel II regulatory regime, in effect in Japan since March 31, 2007, hedge fund investments require an increased risk weighting if the hedge fund does not adequately disclose its asset holdings. This change has prompted considerable interest in financial institutions' hedge fund investment activity. A recent AIMA Japan survey reveals that financial institutions finished adjusting their hedge fund allocations in response to Basel II in FY07 and have now entered a new phase of hedge fund investment in pursuit of improved returns.

*Organization names and job titles are current as of the publishing dates

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