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Liquidity Risk Management for Funds: Part 1: Dilution Effects

categories: Research Paper, Americas, Asia Pacific, Australia, EMEAI, BOHAK Andras, Asset Allocation and Asset Liability Management, Investing (Investment Management), Portfolio Construction and Optimization, Risk Management, Asset Managers (Quant or Fundamental), Hedge Funds, Portfolio Management Analytics, Risk Management Analytics, Credit, Equities, Fixed Income, Multi-Asset Class

This is the first in a series of research papers proposing MSCI best practices for fund liquidity risk management. These practices were developed over the past years in collaboration with asset-management firms that have adopted MSCI’s liquidity risk management tools. The objectives of this study are as follows: to draw a synthesis from the progress generated in the field of fund liquidity risk management and address fund liquidity risk management through a systematic formulation of the problem and adoption of the best tools currently available.


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Research-Insight-Liquidity-Risk-Management-for-Funds-Dilution-Effects.pdf