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prime money market mutual funds holding dexia and dexia cds spread

Tài liệu The Stability of Prime Money Market Mutual Funds: Sponsor Support from 2007 to 2011 docx

Tài liệu The Stability of Prime Money Market Mutual Funds: Sponsor Support from 2007 to 2011 docx

Quỹ đầu tư

... Trust Money Market / SunAmerica Money Market Funds, Inc Money Market / SunAmerica Money Market Funds, Inc Money Market / SunAmerica Money Market Funds, Inc Money Market Fund / Wells Fargo Funds ... Heritage Money Market Fund / Wells Fargo Funds Trust Heritage Money Market Fund / Wells Fargo Funds Trust HSBC Prime Money Market Fund / HSBC Funds ING Money Market Fund / ING Series Fund, Inc ING Money ... Evergreen Select Money Market Trust Evergreen Money Market Fund / Evergreen Money Market Trust Evergreen Money Market Fund / Evergreen Money Market Trust Evergreen Prime Cash Management Money Market Fund...
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Tài liệu Money Market Mutual Funds and Financial Stability doc

Tài liệu Money Market Mutual Funds and Financial Stability doc

Quỹ đầu tư

... Dec-2011 Figure U.S Prime Money Market Mutual Funds Holding Dexia and Dexia CDS Spread January 2011 - December 2011 Number of Funds 90 Basis Points 900 80 800 Number of Funds Holding Dexia (Left Scale) ... Bloomberg, Mutual Fund Company Websites Figure Holdings of Two Prime Money Market Mutual Funds by CDS Spread of Issuer/Sponsor of Holdings Percent 50 Fund Fund 40 30 20 10 % of Holdings with CDS Spread ... Money Market Mutual Fund Holdings by CDS Spread of Issuer/Sponsor of Holdings As of September 30, 2011 Percent 30 20 10 % of Holdings with CDS Spread % of Holdings with CDS Spread % of Holdings...
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Tài liệu Ownership of Mutual Funds, Shareholder Sentiment, and Use of the Internet, 2011 pdf

Tài liệu Ownership of Mutual Funds, Shareholder Sentiment, and Use of the Internet, 2011 pdf

Quỹ đầu tư

... Ownership of Mutual Funds Inside and Outside Retirement Plans Number and percentage of U.S households, 1998–2011 Share of U.S households Percent Own mutual funds Own mutual funds Own mutual funds inside ... of Mutual Funds More Than 52 Million U.S Households Owned Mutual Funds in 2011 Assets in U.S.-registered investment companies mutual funds, exchange-traded funds (ETFs), closed-end funds, and ... 44.1 percent, owned mutual funds in 2011 (Figure 1), and eight in 10 households that owned ETFs or closed-end funds also owned mutual funds The number of households owning mutual funds decreased...
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Tài liệu Ownership of Mutual Funds, Shareholder Sentiment, and Use of the Internet, 2012 pdf

Tài liệu Ownership of Mutual Funds, Shareholder Sentiment, and Use of the Internet, 2012 pdf

Quỹ đầu tư

... of Mutual Funds Inside and Outside Employer-Sponsored Retirement Plans Number and percentage of U.S households, 1998–2012 Share of U.S households Percent Own mutual funds Own mutual funds Own mutual ... 44.4 percent, owned mutual funds in 2012 (Figure 1), and more than eight in 10 households that owned ETFs or closed-end funds also owned mutual funds The percentage of U.S households owning mutual funds has ... NOVEMBER 2012 gained, and fell following the market decline in 2008 and 2009 (Figure 11) As the stock market gained in 2010 and 2011, mutual fund favorability rebounded Mutual fund favorability...
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Tài liệu Financial Stability Oversight Council’s Proposed Recommendations Regarding Money Market Mutual Fund Reform (the “Proposal”), FSOC–2012–0003, 77 FR 69455, November 19, 2012. ppt

Tài liệu Financial Stability Oversight Council’s Proposed Recommendations Regarding Money Market Mutual Fund Reform (the “Proposal”), FSOC–2012–0003, 77 FR 69455, November 19, 2012. ppt

Quỹ đầu tư

... have examined September 2008’s run on prime funds including, See, e.g., Naohiko Baba, Robert N McCauley, and Srichander Ramaswamy, “US dollar money market funds and non-US banks,” BIS Quarterly Review, ... days or less 14 and believe this requirement should remain in place under 10 Steffanie A Brady, Ken E Anadu, and Nathaniel R Cooper, “The Stability of Prime Money Market Mutual Funds: Sponsor ... Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF) was introduced to help MMMFs that held asset-backed commercial paper (ABCP) meet investors’ demands for redemptions, and to foster...
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FINANCIAL STABILITY OVERSIGHT COUNCIL PROPOSED RECOMMENDATIONS REGARDING MONEY MARKET MUTUAL FUND REFORM potx

FINANCIAL STABILITY OVERSIGHT COUNCIL PROPOSED RECOMMENDATIONS REGARDING MONEY MARKET MUTUAL FUND REFORM potx

Quỹ đầu tư

... II OVERVIEW OF MONEY MARKET MUTUAL FUNDS A Description of Money Market Mutual Funds B Rule 2a-7 and the 2010 Reforms .9 III HISTORY OF REFORM EFFORTS AND ROLE OF THE ... billion from prime money market funds, which held such securities But those investors didn’t run from money market funds For every dollar that left prime funds, 61 cents went into Treasury and government ... long-term economic growth into account -7- II OVERVIEW OF MONEY MARKET MUTUAL FUNDS A DESCRIPTION OF MONEY MARKET MUTUAL FUNDS MMFs are a type of mutual fund registered under the Investment Company...
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How the Dodd-Frank Act Should Affect Mutual Funds, Including Money Market Funds potx

How the Dodd-Frank Act Should Affect Mutual Funds, Including Money Market Funds potx

Quỹ đầu tư

... Treasury money market funds, much of which was reinvested in Treasury-only money market funds 42 Most of these redemptions were made by institutional investors, 43 while retail money market funds ... money market funds susceptibility to runs to the structure of money market funds, the systemic risk could be deemed to arise from institutional shareholders, which can demand liquidity when money ... individually or in combination could mitigate money market funds' susceptibility to runs and related systemic risk These reforms include (1) mandating that money market funds have a floating NAV instead...
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Tài liệu All Mutual Funds, Asset Management Companies (AMCs) and Association of Mutual Funds in India (AMFI) pptx

Tài liệu All Mutual Funds, Asset Management Companies (AMCs) and Association of Mutual Funds in India (AMFI) pptx

Quỹ đầu tư

... for Mutual Funds from any equity index as above and the other 50% from an appropriate bond return index 1.8.5.4 Money Market funds or liquid plans can be compared against a suitable Money Market ... / most of Mutual Funds in India However, the extent and degree of observance of these practices differs among the Mutual Funds Mutual Funds shall accordingly develop their systems and follow ... no likely conflict between the Mutual Fund’s interest and the employees’ interest Investments in government securities, Money Market instruments and Money Market Mutual Fund schemes 6.4.4.2 No...
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Tài liệu Commodity Markets and Commodity Mutual Funds ppt

Tài liệu Commodity Markets and Commodity Mutual Funds ppt

Quỹ đầu tư

... commodity mutual funds and commodity prices has led some to argue that commodity mutual funds are responsible for rising and volatile commodity prices As the paper discusses, commodity mutual funds ... Investing in Commodity Mutual Funds Investor demand for commodity mutual funds has grown significantly for at least two important reasons First and most importantly, commodity mutual funds typically ... into commodity mutual funds and commodity prices both on a contemporaneous basis and by applying leads and lags Net new cash flows into commodity mutual funds are denoted as Ct and commodity prices...
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Tài liệu Trends in the Fees and expenses of Mutual Funds, 2010 pptx

Tài liệu Trends in the Fees and expenses of Mutual Funds, 2010 pptx

Quỹ đầu tư

... References Stock funds includes both equity mutual funds and balanced/ hybrid mutual funds Balanced and hybrid funds that are funds of funds are analyzed separately along with all funds of funds in the ... percent of the assets of funds of funds are in hybrid funds of funds, which are funds that invest in a mix of stock, bond, and hybrid mutual funds Figure 10 Money Market Funds Waived an Estimated ... gross yields on money market funds rise, advisers may reduce or eliminate waivers, which could lead expense ratios on money market funds to rise somewhat Funds of funds are mutual funds that invest...
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Tài liệu Trends in the Expenses and Fees of Mutual Funds, 2011 ppt

Tài liệu Trends in the Expenses and Fees of Mutual Funds, 2011 ppt

Quỹ đầu tư

... Investment Company Institute and iMoneyNet Funds of Funds Funds of funds are mutual funds that invest in other mutual funds. 7 The market for funds of funds has expanded considerably in recent ... advisers, and if gross yields on money market funds rise, advisers may reduce or eliminate waivers, which could cause expense ratios on money market funds to rise somewhat FIGURE Taxable Money Market ... Figures exclude mutual funds available as investment choices in variable annuities and mutual funds that invest primarily in other mutual funds Sources: Investment Company Institute and Lipper ICI...
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Mutual Funds, Asset Management Companies (AMCs), Trustee Companies and Boards of Trustees of Mutual Funds. potx

Mutual Funds, Asset Management Companies (AMCs), Trustee Companies and Boards of Trustees of Mutual Funds. potx

Quỹ đầu tư

... ¹ãÆãä¦ã¼ãîãä¦ã ‚ããõÀ ãäÌããä¶ã½ã¾ã ºããñ¡Ã Securities and Exchange Board of India (ii) AMCs shall disclose that the concerned RGESS eligible Exchange Traded Funds and Mutual Fund schemes is in compliance with ... intervals and whenever there is any change in the said list For this purpose, Mutual Funds / AMCs shall communicate list of RGESS eligible MF schemes / ETFs to the stock exchanges Stock exchanges and ... bye-laws, rules and regulations for the implementation of the scheme (ii) create wide publicity of the scheme among the investors and market participants, including through investor programs and displaying...
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Analysis Regarding Mutual Funds Awareness and Opinion pptx

Analysis Regarding Mutual Funds Awareness and Opinion pptx

Quỹ đầu tư

... towards mutual funds and their preference  To study the investment rationale to be studied by mutual funds investors  To know investor awareness about investment in mutual funds DATA SET AND SAMPLE ... Frazzini Andrea, “Dumb Money: Mutual Fund flows as the cross-section of stock returns”, NCFM’s AMFI Material on mutual funds (workbook) [5] Nalini Prabha Tripathy, Market Timing Abilities and Mutual ... “Investment policy and performance of Mutual Fund” has studied the Indian Public Sector Mutual Funds In this book he has covered risk, rate of return Investment policy and pricing of mutual funds In this...
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Market Timing Ability of Indian Mutual Funds potx

Market Timing Ability of Indian Mutual Funds potx

Quỹ đầu tư

... of Mutual Funds and Empirical Investigation of Timing Selectivity and Market efficiency”, Journal of Business, 52 (April 1979) p.263-289 [5] Theodore Veite, John M Cheney, “Are Mutual Funds market ... study on Investment management of Mutual funds His main emphasis was to evaluate the performance of Mutual fund schemes and test the market timing abilities of mutual funds manager over a period of ... (Rm>Rf) and –1 for (Rm
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The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies ∗ pot

The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies ∗ pot

Quỹ đầu tư

... (Nanda et al., 2004) and mutual funds holding portfolios concentrated in specific industries tend to perform better (Kacperczyk et al., 2005) provides 11 support for this hypothesis Mutual funds ... of a “smart -money portfolio of SRI funds (constructed by tracking the inflows of new money into mutual funds) does not differ from that of a “smart -money portfolio of conventional funds Concluding ... of SRI and conventional funds and find (Panel B in Table 3) that SRI funds have a lower portfolio turnover than comparable conventional funds, with the difference being both statistically and economically...
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evaluation and comparison of management strategies by data envelopment analysis with an application to mutual funds

evaluation and comparison of management strategies by data envelopment analysis with an application to mutual funds

Kinh tế

... (individuals and institutions), mutual funds also represent a socially significant market This has been a major reason for government oversight and regulation After making the case for mutual funds ... Mutual Funds Industry Section Advantages of Mutual Funds for Strategic Analysis 45 Section Ancient Forms of Financial Instruments 47 Section Mutual Fund Precursors 54 Section Development of Mutual ... represented by mutual funds pursuing those strategies and reporting five years of data from 1993 through 1997 A standard data envelopment analysis of the performance data for the mutual funds in the...
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hartmann, manna and manzanares-the microstructure of the euro money market

hartmann, manna and manzanares-the microstructure of the euro money market

Đầu tư Chứng khoán

... market) P Hartmann et al / Journal of International Money and Finance 20 (2001) 895–948 897 cedures and money market accounting conventions, notably Ho and Saunders (1985), Campbell (1987) and ... frequency (see e.g Spindt and Hoffmeister, 1988; Griffiths and Winters, 1995; Hamilton, 1996 for the US fed funds market and Perez-Quiros and Rodriguez, 2000, as well as Bindseil and Seitz, 2001, who ... situation in the money market and steering money market interest rates Following a fairly standard taxonomy, we will classify the instruments used by the Eurosystem in open market operations...
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Chapter 4 investments mutual funds and other investment companies

Chapter 4 investments mutual funds and other investment companies

Đầu tư Chứng khoán

... maturity funds become more conservative as investor ages - Funds of funds: Mutual funds that primarily invest in other mutual funds 4.3 Mutual Funds  Investment Policies • Asset allocation and flexible ... U.S mutual fund industry were closely $12 trillion in early 2011 4-13 4.3 Mutual Funds  Investment Policies • Money market funds - Commercial paper, repurchase agreements, CDs • Equity funds ... International funds invest outside U.S - Regional funds focus on particular part of world - Emerging market funds invest in developing nations 4.3 Mutual Funds  Investment Policies • Balanced funds...
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The performance and persistency of chinese mutual funds

The performance and persistency of chinese mutual funds

Kỹ thuật - Công nghệ

... mutual funds and exchange traded funds (ETF) in China’s market Among all the open-end funds, there are 191 equity mutual funds, 90 bond mutual funds, 53 monetary market funds and 120 hybrid funds ... 3.0 4.0 Standard Deviation Figure Risk and Returns of Chinese Open-end Equity Mutual Funds This figure shows the average return and standard deviation of the 29 open-end equity mutual funds in ... Japanese mutual funds significantly underperform the market with significantly negative alphas and that there is little performance persistency Otten and Bams (2000) study the mutual funds in...
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foreign languages in the labor market of vietnam demands, supplies and recommendation

foreign languages in the labor market of vietnam demands, supplies and recommendation

Thạc sĩ - Cao học

... the world community and at the same time into the world market Due to economic, political and social changes, there are definitely new and growing linguistic needs and demands The move from an ... Communities, ISBN 978-92-79-06902-4 Chandra Shah & Michael Long (2007) Labour mobility and mutual recognition of skills and qualifications: European Union and Australia/New Zealand MONASH UNIVERSITY, CENTRE ... in economic, political and social context in the age of globalization, there are now definitely new and growing linguistic needs and demands around the world in general and in Vietnam in particular...
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