- Advertisement -

Related

Domstol på Caymanöarna fann Weaveringdirektörer skyldiga

- Advertisement -

Stockholm (HedgeFonder.nu) – I mars 2007 tvingades Weavering Capital till likvidatation efter att derivatpositioner värda mer än 600 miljoner dollar fick flagskeppsfonden Weavering Capital Macro Fixed Income att skaka. I fredags fann Cayman Islands (där fonden har sin domicil) näst högsta instans två befattningshavare skyldiga till vårdslöshet alternativt underlåtenhet att utföra sina skyldigheter.

Stefan Peterson och Hans Ekström fick böter om 111 miljoner amerikanska dollar, ungefär 700 miljoner kronor, för deras roll i vad som kallas Sveriges Madoff skandal.

“Det är en helt galen dom. De har letat efter syndabockar och domaren har bara gått på vad konkursförvaltaren har sagt. Man har inte tagit hänsyn till vad styrelsen faktiskt gjort”, säger Stefan Peterson till di.se.

De före detta direktörerna har överklagat domstolens beslut. Enligt di.se så pågår fortfarande utredningar om eventuella kriminella handlingar.

Bild: (C) by Thorben Wengert—pixelio.de

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

HedgeNordic Editorial Team
HedgeNordic Editorial Team
This article was written, or published, by a member of the HedgeNordic editorial team.

Latest Articles

Alfakraft Builds Global Macro Strategy Around John Ricciardi’s Macro Insight

When macro manager Nils Brobacke stepped down from managing Brobacke Global Allokering in late 2025, the team at Alfakraft Fonder faced a choice: wind...

Month in Review: May Extends the Positive Run

Nordic hedge funds continued their positive momentum from April into May, as the Nordic Hedge Index advanced 2.54 percent. The gain came against the...

Man Group: The Pod-Shop Model Isn’t the Only Way

The rise of the multi-strategy “pod-shop” model has been one of the defining trends in the hedge fund industry over the past decade. Rather...

Beyond 60/40: The Case for Liquid, Systematic Diversification

By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...

Aspect Capital’s Evolving Approach to Chinese Futures

Chinese futures in general add substantial diversification benefits to global futures - and the Chinese commodity futures that dominate certain Aspect Capital strategies also...

Systematic Merger Arbitrage in 2026: Why a Rules-based Approach Matters More Than Ever

By Scott Schefrin, Portfolio Manager at AB Hedge Fund Solutions: After a series of slower years for deal activity, merger arbitrage has re-emerged as a compelling strategy...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -