IMF Working Paper-The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector
February 9, 2024--Summary:
|
The estimates indicate that between 13 percent and 33 percent of euro area funds with sizeable derivatives exposures may not have sufficient liquidity buffers to meet the calls under adverse market shocks. As a result, they are likely to redeem money market fund (MMF) shares, procyclically sell assets, and draw on credit lines, thus amplifying the market dynamics under such stress scenarios. Our findings highlight the importance of further work to assess the potential role of macroprudential policies for nonbanks, particularly regarding liquidity risk in funds. |
MarketVector Strengthens Leadership in Multi-Assets Strategies with the Launch of the MarketVector Crypto-Balanced Multi-Asset Index (TOPMDL) March 24, 2025--MarketVector Indexes™ ("MarketVector"), a leading provider of digital asset and multi-asset index solutions, today introduced the MarketVectorTM Crypto-Balanced Multi-Asset Index (TOPMDL). This benchmark helps investors navigate fiscal dominance and market volatility with enhanced diversification by modernizing the traditional 60/40 portfolio, integrating a 5% allocation to Bitcoin (BTC) and Ethereum (ETH). |
21Shares expands European footprint with new listings on Nasdaq Stockholm March 24, 2025-21Shares AG ("21Shares"), one of the world's largest issuers of crypto exchange-traded products (ETPs), today announced the listing of three of its leading ETPs on Nasdaq Stockholm, further expanding the firm's European footprint. |
iM Global Partner enters the Active UCITS ETF Market in Europe March 17, 2025--iM Global Partner (iMGP) has announced it will enter the European Active UCITS ETF market with the launch of a European Managed Futures UCITS ETF, the only one available on the market, the iMGP DBi Managed Futures Fund R USD ETF. |
Sustainability rules are not a block on EU defence financing, but reputational fears are March 17, 2025--To mobilise private capital for weapons, the European Commission should clarify the status of defence investing in its sustainable finance framework
|