Moody's Tweaks Hedge Fund Ratings Approach As Managers Balk
24 June 2009 - 8:07AM
Dow Jones News
Moody's Investors Service has tweaked the way it gauges the
operating risks of hedge funds as the ratings service grasps for a
beachhead in the secretive sector.
The changes come after the global financial crisis upended many
hedge fund strategies, causing widespread losses and moves to lock
up investors' money. The pain was compounded after Bernard Madoff's
multi-billion dollar fraud came to light, burning thousands who
placed money with him through feeder funds.
While some of the largest hedge fund managers pay Moody's to
rate their "operational quality," the funds that are rated managed
a total of $80 billion at the end of April - a fraction of the $1.3
trillion hedge fund industry.
The limited footprint of Moody's and its ratings counterparts in
the hedge fund sector reflects the challenges of adding value in an
investment class that's limited to institutions and wealthy
individuals presumed to be able to vet fund managers on their own.
The Madoff scandal exposed the failures of some so-called funds of
hedge funds, which pool investor money to invest in individual
managers, prompting investors to tighten due diligence further.
Moody's is better known for its assessments of company and
government debt. The unit of Moody's Corp. (MCO) and rivals have
been blamed by some for underestimating the risk of default on
hundreds of billions of dollars of mortgage debt.
"Ratings firms have been a large problem, as we saw in 2008. Why
would they be any better on hedge funds?" said Brad Balter,
managing partner of Balter Capital Management, a Boston firm that
advises clients on hedge fund investing. "I'd far rather pay
attention to our own due diligence on hedge funds than depend on a
third party."
Odi Lahav, a Moody's vice president, said the ratings of hedge
funds' operations are "fundamentally different" from ratings on
structured finance, as they are based on qualitative considerations
such as assessments of a fund's governance, valuation policies and
trading systems. The ratings don't assess a fund's investment
performance or strategy.
Moody's on Tuesday said it revised its ratings approach in part
by grouping ratings into five main categories and adding a ratings
"scorecard," to present a clearer picture of those factors.
Fimalac SA's (FIM.FR) Fitch Ratings this week set out its own
methodology for rating funds of hedge funds, "to provide investors
with an independent assessment of an asset management
organization's investment management capacity and vulnerability to
operational and investment management failures," according to a
report from the firm.
Lahav said the firm rates 20 funds managed by nine different
groups. These include funds run by Kenneth Griffin's Citadel
Investment Group, Steven Cohen's SAC Capital Advisors, Israel
Englander's Millennium Management and Brevan Howard Asset
Management, founded by Alan Howard. Hedge Fund Research counted
more than 9,000 hedge funds worldwide at the end of March.
Funds seeking ratings compensate Moody's for the service,
creating a potential conflict of interest the company says is
overcome by separating the analytical and commercial sides of the
business, among other safeguards.
In February, Moody's announced it had withdrawn operational
quality ratings of funds managed by Sorin Capital Management LLC, a
Stamford, Conn. hedge fund with $675 million in assets, "for
business reasons." Moody's had downgraded Sorin's ratings in
December.
Kevin Connors, a Sorin managing director, said his firm
initiated the decision to stop getting a rating.
"It was pretty darn expensive, and we were finding the bulk of
our investors didn't care about it," he said. The downgrade wasn't
the reason Sorin quit the service, he said.
-By Gregory Meyer, Dow Jones Newswires; 212-416-2149;
greg.meyer@dowjones.com