A move towards ultrashort cash collateral vehicles has some worried about liquidity risk (Premium)

New survey data shows US asset managers increasing their use of ultra-short funds for securities lending cash collateral investments. Is this slight increase in risk over prime funds a cause of concern or just business as usual?
This content requires free registration (unlocked content) or a Finadium subscription. Log in or get access today by signing up here.

Related Posts

Previous Post
US regulators propose to end IM for inter-affiliate transactions
Next Post
UMR for the buy-side: shaking up a pledgor’s world and unbundling triparty (Premium)

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.

Menu
X

Reset password

Create an account