Kenechukwu Anadu

Federal Reserve Banks - Federal Reserve Bank of Boston

600 Atlantic Avenue

Boston, MA 02210

United States

Babson College

231 Forest St.

Babson Park, MA 02457-0310

United States

SCHOLARLY PAPERS

6

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Top 13,375

in Total Papers Downloads

4,397

SSRN CITATIONS
Rank 29,002

SSRN RANKINGS

Top 29,002

in Total Papers Citations

17

CROSSREF CITATIONS

13

Scholarly Papers (6)

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
Federal Reserve Banks - Federal Reserve Bank of Boston, 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 2,920 (4,876)
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: Risks to Financial Stability?

FEDS Working Paper No. 2018-060 https://doi.org/10.17016/FEDS.2018.060r1
Number of pages: 34 Posted: 02 Sep 2020 Last Revised: 03 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of Boston, 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 510 (65,547)
Citation 1

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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, Daily rebalancing

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: 30 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, 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 463 (73,955)
Citation 1

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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, daily rebalancing

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
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 213 (171,656)

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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. 2019-048
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 87 (347,600)

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

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 Federal Reserve Bank of New York
Downloads 38 (522,575)
Citation 1

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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

Number of pages: 22 Posted: 09 Nov 2017
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of New York
Downloads 28 (579,297)

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

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 61 (419,305)
Citation 19

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

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 55 (447,540)
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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6.

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
Kenechukwu Anadu and Viktoria Baklanova
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of New York
Downloads 22 (601,862)

Abstract:

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