Swing Pricing Calibration: A Simple Thought Exercise Using ETF Pricing Dynamics to Infer Swing Factors for Mutual Funds
Swing Pricing Calibration: A Simple Thought Exercise Using ETF Pricing Dynamics to Infer Swing Factors for Mutual Funds
Supervisory Research and Analysis Notes
Supervisory Research and Analysis Notes (SRA Notes) are articles in which SRA staff present their research and analysis on subjects typically related to finance and economics. SRA Notes are shorter and less technically focused than SRA Working Papers.
Review of U.S. Business Bankruptcies During the COVID-19 Pandemic
Review of U.S. Business Bankruptcies During the COVID-19 Pandemic
Déjà vu All Over Again? Learning from Nonfinancial Business Credit Booms and Busts of the Past
Déjà vu All Over Again? Learning from Nonfinancial Business Credit Booms and Busts of the Past
Money Market Mutual Funds: Runs, Emergency Liquidity Facilities, and Potential Reforms
Money Market Mutual Funds: Runs, Emergency Liquidity Facilities, and Potential Reforms
Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds
Liquidity Transformation Risks in U.S. Bank Loan and High-Yield Mutual Funds
Benefits and Challenges of the "CECL" Approach
Benefits and Challenges of the "CECL" Approach