Monitoring the Liquidity Profile of Mutual Funds

Sirio Aramonte, Chiara Scotti and Ilknur Zer
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Ilknur Zer: https://www.federalreserve.gov/econres/ilknur-zer.htm

No 2020-05-29, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Policymakers and academics have been particularly attuned to the issues of liquidity transformation and first mover advantage at open-end mutual funds. Open-end mutual funds engage in liquidity transformation because they promise one-day redemptions on their assets, even when the invested assets have low or uncertain liquidity.

Date: 2020-05-29
New Economics Papers: this item is included in nep-fmk
Note: This note was updated on July 10, 2020 to extend the analysis through the COVID-19 outbreak.
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2020-05-29

DOI: 10.17016/2380-7172.2558

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