Gustave Laurent

University of York

Heslington

York, YO10 5DD

United Kingdom

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Scholarly Papers (1)

1.

Assessing the Systemic Importance of Asset Managers and Investment Funds

Number of pages: 30 Posted: 20 Nov 2015
Gustave Laurent and Massimiliano Neri
University of York and Moody's Analytics
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Abstract:

asset managers, commitment approach, credit risk, derivatives, FSB, exchange traded funds, gross notional exposure, hedge funds, interconnectedness, investment funds, IOSCO, liquidity risk, market risk, notional value, SIFI, substitutability, systemic risk