Bridgewater, CCAR and a problem with liquidity rules

The week on, 18–24 August, 2018


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here