Bridgewater, CCAR and a problem with liquidity rules
The week on Risk.net, 18-24 August, 2018
Bridgewater co-CIO on risk parity, correlations and contagion
All Weather fund’s approach remains poorly understood, says Prince
Funds take action to avoid fire sales under new SEC liquidity rule
Asset managers want more time to get illiquid assets within regulatory limits during market upheaval
New credit risk modelling approach touted to reduce CCAR bias
Academic aims to address gaps in existing LGD forecast method with two-equation fix
COMMENTARY: Promoting panic
The US Securities
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