... 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...

... Systemic risk Liquidity risk Net asset value Investments Banks In May, the Securities and Exchange Commission (“SEC”) held its long‐anticipated roundtable on money market funds. The principal topics discussed at the roundtable were systemic risks posed by money funds and potential regulatory...