Kenechukwu Anadu

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

  • Federal Reserve Banks - Federal Reserve Bank of Boston

SCHOLARLY PAPERS

13

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6,430

SSRN CITATIONS
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Top 15,574

in Total Papers Citations

67

CROSSREF CITATIONS

16

Scholarly Papers (13)

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1.

The Shift From Active to Passive Investing: Potential Risks to Financial Stability?

Downloads 5,044 ( 3,016)
Citation 14

The Shift From Active to Passive Investing: Potential Risks to Financial Stability?

Financial Analysts Journal 76(4): 23–29, 2020
Number of pages: 33 Posted: 16 Sep 2019 Last Revised: 06 May 2021
Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe and Emilio Osambela
Federal Reserve Banks - Federal Reserve Bank of Boston, Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 3,832 (4,675)
Citation 5

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Asset Management, Passive Investing, Index Investing, Indexing, Mutual Fund, Exchange-Traded Fund, Leveraged and Inverse Exchange-Traded Products, Financial Stability, Systemic Risk, Market Volatility, Inclusion Effects

The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FEDS Working Paper No. 2018-060R1
Number of pages: 34 Posted: 02 Sep 2020 Last Revised: 03 Sep 2020
Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe and Emilio Osambela
Federal Reserve Banks - Federal Reserve Bank of Boston, Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 690 (62,848)
Citation 1

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The Shift from Active to Passive Investing: Potential Risks to Financial Stability?

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-4
Number of pages: 35 Posted: 24 Jan 2019 Last Revised: 18 Mar 2022
Kenechukwu Anadu, Mathias S. Kruttli, Patrick E. McCabe, Emilio Osambela and Chaehee Shin
Federal Reserve Banks - Federal Reserve Bank of Boston, Kelley Business School - Indiana University, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 522 (89,564)
Citation 1

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asset management, passive investing, index investing, indexing, mutual funds, exchange-traded funds, leveraged and inverse exchange-traded products, financial stability, systemic risk, market volatility, inclusion effects, daily rebalancing

2.

Reach for Yield by U.S. Public Pension Funds

Downloads 512 (92,697)
Citation 7

Reach for Yield by U.S. Public Pension Funds

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 19-2
Number of pages: 68 Posted: 17 Jul 2019 Last Revised: 18 Mar 2022
Lina Lu, Matt Pritsker, Andrei Zlate, Kenechukwu Anadu and James Bohn
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 394 (125,188)
Citation 2

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U.S. public pension funds, reach for yield, Value at Risk, underfunding, duration-matched discount rates, state public debt.

Reach for Yield by U.S. Public Pension Funds

FEDS Working Paper No. 2019-48
Number of pages: 67 Posted: 17 Jul 2019
Lina Lu, Matt Pritsker, Andrei Zlate, Kenechukwu Anadu and James Bohn
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 118 (390,836)
Citation 5

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U.S. public pension funds, reach for yield, Value at Risk, underfunding, duration-matched discount rates, state public debt

3.

COVID Response: The Money Market Mutual Fund Facility

FRB of New York Staff Report No. 980
Number of pages: 20 Posted: 29 Sep 2021
Kenechukwu Anadu, Marco Cipriani, Ryan Craver and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 196 (256,954)

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COVID-19, money market funds, runs, Federal Reserve lending facilities

4.

The Stability of Prime Money Market Mutual Funds: Sponsor Support from 2007 to 2011

Number of pages: 15 Posted: 10 Aug 2017 Last Revised: 23 Sep 2018
Steffanie Brady, Kenechukwu Anadu and Nathaniel Cooper
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Independent
Downloads 129 (364,091)
Citation 25

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money market funds, reserve primary fund, fund support, asset-backed commercial paper, AMLF

5.

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

Downloads 128 (366,234)
Citation 1

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

Number of pages: 22 Posted: 09 Nov 2017
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Banks - Federal Reserve Bank of Boston and Securities and Exchange Commissions
Downloads 70 (550,285)

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Federal Home Loan Banks, liquidity coverage ratio, money market mutual funds, short-term funding markets, systemic risk

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

OFR 17-05
Number of pages: 21 Posted: 10 Nov 2017
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Banks - Federal Reserve Bank of Boston and Securities and Exchange Commissions
Downloads 58 (607,798)
Citation 1

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Federal Home Loan Banks, Liquidity Coverage Ratio, Money Market Mutual Funds, Short-Term Funding Markets, Systemic Risk

6.

Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds

Financial Analysts Journal, Forthcoming
Number of pages: 20 Posted: 31 Jan 2022 Last Revised: 21 Jul 2023
Kenechukwu Anadu, John Levin, Victoria Liu, Noam Tanner, Antoine Malfroy-Camine and Sean Baker
Federal Reserve Banks - Federal Reserve Bank of Boston, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Boston, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of Boston and affiliation not provided to SSRN
Downloads 106 (420,242)

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first-mover advantage, open-end mutual funds, run risk, swing pricing, liquidity transformation, ETFs

7.

Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds

Downloads 100 (437,857)
Citation 1

Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds

SRA Notes, Issue Number: 02, August 9, 2019
Number of pages: 11 Posted: 19 Aug 2019
Kenechukwu Anadu and Fang Cai
Federal Reserve Banks - Federal Reserve Bank of Boston and Board of Governors of the Federal Reserve System
Downloads 100 (440,867)
Citation 1

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leveraged loans, high-yield corporate bonds, open-end mutual funds, liquidity transformation

Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds

FEDS Notes No. 2019-08-09
Posted: 22 Oct 2019
Kenechukwu Anadu and Fang Cai
Federal Reserve Banks - Federal Reserve Bank of Boston and Board of Governors of the Federal Reserve System

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8.

Money Market Mutual Funds: Runs, Emergency Liquidity Facilities, and Potential Reforms

Number of pages: 12 Posted: 24 May 2021
Kenechukwu Anadu and Siobhan Sanders
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 66 (560,242)
Citation 4

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money market mutual funds, run risk, AMLF, MMLF, financial stability, short-term funding markets

9.

The Intersection of U.S. Money Market Mutual Fund Reforms, Bank Liquidity Requirements, and the Federal Home Loan Bank System

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 17-5
Number of pages: 22 Posted: 08 Nov 2017 Last Revised: 18 Mar 2022
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Banks - Federal Reserve Bank of Boston and Securities and Exchange Commissions
Downloads 53 (623,078)

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Federal Home Loan Banks, liquidity coverage ratio, Money Market Mutual Funds, short-term funding markets, systemic risk

10.

Swing Pricing Calibration

Number of pages: 28 Posted: 05 Dec 2022
Kenechukwu Anadu, Victoria Liu and Lina Lu
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 49 (650,798)

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Swing pricing, runs, mutual funds, liquidity and redemption risks

11.

The Money Market Mutual Fund Liquidity Facility

Number of pages: 27 Posted: 18 Nov 2021
Kenechukwu Anadu, Marco Cipriani, Ryan Craver and Gabriele La Spada
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of New York, affiliation not provided to SSRN and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 43 (680,449)
Citation 2

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COVID-19, money market funds, runs, Federal Reserve lending facilities

12.

Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?

Number of pages: 50
Kenechukwu Anadu, Pablo D Azar, Marco Cipriani, Thomas M. Eisenbach, Catherine Huang, Mattia Landoni, Gabriele La Spada, Marco Macchiavelli, Antoine Malfroy-Camine and J. Christina Wang
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of New York, Isenberg School of Management, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Boston
Downloads 4

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Stablecoins, Money Market Mutual Funds, Financial Stability, Crypto Assets, Runs, Liquidity Transformation.

13.

What is "financial stability"?

Kenechukwu Anadu
Federal Reserve Banks - Federal Reserve Bank of Boston

Abstract:

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financial stability, systemic risk