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Long-Term Capital Management

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Long-Term Capital Management
A defunct hedge fund, established in 1993, that, at its height, held positions worth more than $1 trillion. Its investment strategy was to take advantage of arbitrage opportunities in bonds and other fixed-income securities; profits on individual transactions were small, so LTCM was required to borrow massive amounts of money in order to operate. It was at first enormously successful, with a 40% annualized return after fees. However, when Russia defaulted on its government bonds in 1998, there was a steep drop in bond prices, endangering LTCM's positions because of its high leverage. Because LTCM controlled upwards of 5% of the bond market at the time, defaulting on its loans would have caused global financial panic. It was eventually bailed out by a consortium of organizations under the supervision of the Federal Reserve.


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By comparison, in the 1990s the hedge fund Long-Term Capital Management ran into problems (with losses much smaller in dollar amounts than Amaranth has experienced), resulting in a near-meltdown of the global financial system.
The best chance to explore the possibility of requiring hedge funds to be more open about their investments and financial condition was probably in 1998 when Long-Term Capital Management, the fund headed by all-star bond trader John Meriwether, nearly went under.
The spectacular collapse of Long-Term Capital Management, which required a bailout in 1998 so its failure wouldn't wreak havoc on the entire financial system, first brought hedge funds public notoriety.
 
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