On Swing Pricing and Systemic Risk Mitigation

Nopic
Swing pricing allows a fund manager to transfer to redeeming or subscribing investors the costs associated with their trading activity, thus potentially discouraging large flows. This liquidity management tool, which is already used in major jurisdictions, may also help mitigate systemic risk. Here we develop and apply a methodology to... READ MORE...

Publication date: July 2017
ISBN 9781484310151
$18.00

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Publication date: July 2017

English