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Liquidity Risk Management for Funds: Part 1: Dilution Effects

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.

Access our research paper Liquidity Risk Management for Funds Part 2: Best Practices for Stress Testing for more insights, and refer to a wide range of regulatory risk solutions including upcoming ESMA stress testing guidelines.


Research Authors

Research Authors

  • Andras Bohak - Executive Director, Risk Management and Liquidity Core Research