Hedge funds face demands to stump up collateral as AI stocks tumble - FT中文网
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Hedge funds face demands to stump up collateral as AI stocks tumble

Scale of losses in recent weeks sparks growing risk aversion on Wall Street
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{"text":[[{"start":13.42,"text":"Wall Street banks have demanded more collateral from hedge funds in recent weeks as a rout in AI stocks accelerates and triggers heavy losses across several popular strategies."}],[{"start":24,"text":"Banks asked funds whose holdings are heavily concentrated in certain industries to provide additional collateral to keep their existing levels of leverage, according to four people familiar with the matter."}],[{"start":35.22,"text":"The collateral demands highlight the mounting fears on Wall Street about the scale and speed of the sell-off in AI stocks over the past fortnight, which has upended a rally in a sector favoured by many funds."}],[{"start":47.6,"text":"The Nasdaq 100 briefly veered into correction territory on Tuesday, falling 10 per cent from its record high in early June. Stocks that had surged earlier in 2026 have fallen sharply, with Sandisk and Intel down 53 per cent and 39 per cent from their peaks, respectively. The wider Philadelphia semiconductor index has lost a quarter of its value since late June."}],[{"start":71.04,"text":"Goldman Sachs and JPMorgan Chase were among the banks that had asked clients to stump up additional collateral, according to several people familiar with the matter. Both banks declined to comment."}],[{"start":82.08,"text":"“This is the kind of risk management the market should expect right now. It’s pretty basic stuff,” said a person close to one of the banks."}],[{"start":89.24,"text":"The person added that many of these calls for additional collateral were automatically triggered by the market volatility, something that is generally included in agreements between funds and banks."}],[{"start":99.52,"text":"Banks build in protections when lending to hedge funds to make sure they do not incur losses in case the market turns negative."}],[{"start":106.8,"text":"Goldman said in a recent note to clients that the build-up in gross leverage in the first five months of the year was the largest cumulative increase it had recorded since it began tracking the data in 2016, suggesting funds had been turning to borrowing to juice up their trades ahead of the sell-off."}],[{"start":123.8,"text":"Risk committees at banks constantly re-evaluate the holdings of their hedge fund clients and whether they need to alter or limit the scale of leverage they extend to them."}],[{"start":132.52,"text":"In a sign of the pain for hedge funds, long-short hedge fund strategies were down 1.3 per cent as of noon in New York on Tuesday, while multi-strategy funds were down 1.7 per cent, according to the Goldman report."}],[{"start":147.08,"text":"The last time all of those strategies were down more than 1 per cent in a single day was during the intense market swings ignited by the coronavirus crisis in 2020, the report added. However, hedge fund strategies were still on average up more than 10 per cent for the year."}],[{"start":163.84,"text":"Prime brokers extend leverage to hedge funds by lending against a portfolio of stocks, allowing them to boost their returns. Yet that leverage can also lead to painful drawdowns if the market turns against a hedge fund’s positions, as it magnifies losses."}],[{"start":179.64,"text":"Concentration risk in the market has steadily grown this year, with the S&P 500’s biggest 10 companies representing roughly 40 per cent of the index, according to data from Capital Group. That surpasses levels seen in the early 2000s dotcom bubble."}],[{"start":194.48,"text":"Banks have not been immune to the concentration risk. In a separate mid-year report to clients, Goldman Sachs said that as of June 30 roughly 16 per cent of its prime brokerage book was directly exposed to AI memory stocks."}],[{"start":211.6,"text":""}]],"url":"https://audio.ftcn.net.cn/album/a_1785297080_8850.mp3"}

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