Bridgewater, CCAR and a problem with liquidity rules

The week on Risk.net, 18–24 August, 2018

7daysmontage-23-08-18

Bridgewater co-CIO on risk parity, correlations and contagion

All Weather fund’s approach remains poorly understood, says Prince

Funds take action to avoid fire sales under new SEC liquidity rule

Asset managers want more time to get illiquid assets within regulatory limits during market upheaval

New credit risk modelling approach touted to reduce CCAR bias

Academic aims to address gaps in existing LGD forecast method with two-equation fix

 

COMMENTARY: Promoting panic

The US Securities a

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