This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of …

. The model predicts that as competition increases, both loans and assets increase; however, the effect on the loans …-to-assets ratio is ambiguous. Similarly, as competition increases, the probability of bank failure can either increase or decrease. We …'' probability of failure is negatively and significantly related to measures of competition, and that the loan-to-asset ratio is …

warranted. It also argues for regular macro-risk assessments for the sovereign, the continued importance of SWFs as a stabilizer …

further suggest that MSBFs exhibit opportunistic behavior (and more so than other investment funds). In periods of high risk …

This paper analyzes the capital structure of private asset managers in which the acquisition of nonperforming loans …

We analyze the implications of linking the compensation of fund managers to the return of their portfolio relative to …

suggest that idiosyncratic risk is: higher at times of large return outcomes for the asset class as a whole; positively … autocorrelated; and correlated across different asset classes. The implications for risk management are discussed …

and then asses how they affect an emerging economy whose interest rate is affected by a world risk-free rate and a risk …

unknown future basket weights optimally forecasted from past exchange rate data? And, second, how is risk—in terms of the …