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Swing Pricing and Fragility in Open-end Mutual Funds
Language: en
Pages: 46
Authors: Dunhong Jin
Categories: Business & Economics
Type: BOOK - Published: 2019-11-01 - Publisher: International Monetary Fund

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How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative p
On Swing Pricing and Systemic Risk Mitigation
Language: en
Pages: 40
Authors: Sheheryar Malik
Categories: Business & Economics
Type: BOOK - Published: 2017-07-18 - Publisher: International Monetary Fund

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Swing pricing allows a fund manager to transfer to redeeming or subscribing investors the costs associated with their trading activity, thus potentially discour
On Swing Pricing and Systemic Risk Mitigation
Language: en
Pages: 40
Authors: Sheheryar Malik
Categories: Business & Economics
Type: BOOK - Published: 2017-07-18 - Publisher: International Monetary Fund

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Swing pricing allows a fund manager to transfer to redeeming or subscribing investors the costs associated with their trading activity, thus potentially discour
Quantifying Systemic Risk
Language: en
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Authors: Joseph G. Haubrich
Categories: Business & Economics
Type: BOOK - Published: 2013-01-24 - Publisher: University of Chicago Press

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In the aftermath of the recent financial crisis, the federal government has pursued significant regulatory reforms, including proposals to measure and monitor s
Risk Management and Regulation
Language: en
Pages: 53
Authors: Tobias Adrian
Categories: Business & Economics
Type: BOOK - Published: 2018-08-01 - Publisher: International Monetary Fund

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The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research