Rosella, Michael; Belitsky, Bill; Marghella, Alexandra - In: Journal of Investment Compliance 17 (2016) 1, pp. 74-82
written liquidity risk management programs (“LRMPs”). Design/methodology/approach Describes the purpose of an LRMP, the six … “liquidity buckets,” the nine factors that must be considered in determining an instrument’s liquidity, the need to continuously … monitor the liquidity of each position, the set of eight mandated factors used to assess a fund’s liquidity risk, the …