Relevant bibliographies by topics / Money market fund

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Money market fund'

Author: Grafiati
Published: 4 June 2021
Last updated: 18 February 2022

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Journal articles on the topic "Money market fund"

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Kacperczyk, Marcin, and Philipp Schnabl. "How Safe Are Money Market Funds?*." Quarterly Journal of Economics 128, no. 3 (July 4, 2013): 1073–122. http://dx.doi.org/10.1093/qje/qjt010.

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Abstract We examine the risk-taking behavior of money market funds during the financial crisis of 2007–2010. We find that (1) money market funds experienced an unprecedented expansion in their risk-taking opportunities; (2) funds had strong incentives to take on risk because fund inflows were highly responsive to fund yields; (3) funds sponsored by financial intermediaries with more money fund business took on more risk; and (4) funds suffered runs as a result of their risk taking. This evidence suggests that money market funds lack safety because they have strong incentives to take on risk when the opportunity arises and are vulnerable to runs.
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Chiu, Hsin-Hui, and Lu Zhu. "Can mutual fund flows serve as market risk sentiment?" Journal of Risk Finance 18, no. 2 (March 20, 2017): 159–85. http://dx.doi.org/10.1108/jrf-08-2016-0103.

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Purpose This paper aims to examine the information content of mutual fund flows and its indication on investors’ preference/tolerance toward risk. Design/methodology/approach Mutual funds are grouped into different categories based on assets with different levels of risk perceptions (e.g. equity fund, money market fund), and this information is publicly accessible. This paper examines the correlation patterns between fund flows and changes in credit default swaps (CDS) spreads. In addition, it also examines such a relation by dividing the samples into different fund types (e.g. retail vs institutional fund flows). Findings This paper suggests that equity fund flows are negatively related to CDS spreads, whereas money market fund flows are positively related to CDS spreads. Furthermore, it indicates that retail fund flows provide insightful information and serve as the primary driver behind the relation between fund flows and CDS spreads. Originality/value The findings of this paper indicate that flows into equity and money market funds could serve as a risk sentiment in credit markets. And this is the first study, to the best of the author’s knowledge, to establish such a linkage between fund flows and CDS spreads to help investors gauge credit market sentiment.
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Locke, Larry G., and Virginia R. Locke. "The SECs Attempted Use Of Money Market Mutual Fund Shadow Prices To Control Risk Taking By Money Market Mutual Funds." Journal of Business & Economics Research (JBER) 10, no. 6 (May 31, 2012): 345. http://dx.doi.org/10.19030/jber.v10i6.7025.

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One of the major advantages of money market mutual funds as a short term cash investment vehicle is that they are always purchased and sold for $1 per share. That constant $1 share price is maintained, despite the obvious fact that the funds holdings are frequently changing value, through a permissive SEC regulation that entitles money funds to value their portfolio securities at amortized cost rather than market value. At the same time, funds have always monitored their true market value in what is referred to as the funds shadow price, disclosed on a semi-annual basis. Starting in December, 2010, the SEC ordered money funds to publish their shadow prices monthly in hopes that investors would take notice and provide market discipline to money funds that failed to keep the funds market value sufficiently close to $1 per share. The expressed intention of the SEC was that investors would restrain money market fund managers from taking undue risks. This study analyzes whether the SECs strategy is working. By assessing the relationship between money market funds shadow prices and subsequent changes in net assets, the authors can look for evidence of whether the market is performing the function the SEC intends. The authors have examined monthly disclosures of shadow prices and asset changes for over 100 money market funds since the funds commenced reporting. Through a series of linear regression analyses, the authors have found no relevant correlation between money funds shadow prices and investor activity. The ramifications of this lack of correlation are potentially significant, particularly now as financial regulators are concerned that money fund holdings of European banks might transmit the current credit deterioration in Greece to U.S. markets. The SEC and other financial regulators are counting on disclosure of shadow prices as a tool to avoid the kind of risk taking that ultimately contributed to the credit market freeze experienced in 2008. If that tool is, in fact, not working, the SEC may be obliged to attempt alternative strategies. The authors discuss the policy implications of their findings.
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Murphy, Jack, Brenden Carroll, Stephen Cohen, Joshua Katz, and Justin Goldberg. "SEC staff issues money market fund reform frequently asked questions." Journal of Investment Compliance 16, no. 4 (November 2, 2015): 47–54. http://dx.doi.org/10.1108/joic-08-2015-0059.

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Purpose – To explain the background and details of the responses from the Staff of the Division of Investment Management of the US Securities and Exchange Commission (SEC) to certain frequently asked questions (FAQs) regarding the July 23, 2014 amendments to Rule 2a-7 and other rules that govern money market funds under the Investment Company Act of 1940 (1940 Act). Design/methodology/approach – In July 2014, the SEC adopted sweeping amendments to Rule 2a-7 and other rules that govern money market funds under the 1940 Act (Amendments). The Amendments (i) require “institutional” money funds to operate with a floating net asset value (NAV), rounded to the fourth decimal place (e.g. $1.0000) and (ii) permit (and, under certain circumstances, require) all money funds to impose a “liquidity fee” (up to 2 per cent) and/or “redemption gate,” once weekly liquidity levels fall below the required regulatory threshold. The article briefly discusses the background and the events leading up to the FAQs and describes key responses from the Staff on a variety of issues. Findings – The Amendments set forth sweeping changes to money fund regulation and will have a profound effect on the money fund industry. Although the most significant provisions of the Amendments – the floating NAV requirement and the imposition of liquidity fees and redemption gates – will not go into effect for two years, the changes to the industry will be apparent almost immediately. The FAQs provide clarity on a number of issues that are relevant to the money fund industry. Practical implications – Money fund managers and boards of directors should begin assessing the potential impact of the Amendments and develop a schedule to come into compliance. Originality/value – Practical guidance from experienced financial services lawyers.
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Schacht, Kurt N. "Money Market Fund Reforms Long Overdue." CFA Institute Magazine 25, no. 1 (January 2014): 48. http://dx.doi.org/10.2469/cfm.v25.n1.15.

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Murphy, Jack, Stephen Cohen, Brenden Carroll, Aline A. Smith, Matthew Virag, and Justin Goldberg. "US SEC approves sweeping amendments to rules governing money market funds." Journal of Investment Compliance 16, no. 1 (May 5, 2015): 25–39. http://dx.doi.org/10.1108/joic-01-2015-0016.

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Purpose – To explain the background and details and to discuss the implications of the USA Securities and Exchange Commission’s (SEC’s) July 23, 2014 amendments to Rule 2a-7 and other rules that govern money market funds under the Investment Company Act of 1940. Design/methodology/approach – Explains the background, including problems during the financial crisis, the USA Treasury’s temporary guarantee program in 2008, earlier SEC proposals, and the USA Financial Stability Oversight Council’s recommendations. Details the amendments to Rule 2a-7, including the authorization to impose liquidity fees and redemption gates, the floating net asset value (NAV) requirement, the impact of the amendments on unregistered money funds operating under Rule 12d1-1, guidance on fund valuation methods, disclosure requirements, requirements for money fund portfolios to be diversified as to issuers of securities and guarantors, stress testing requirements, and compliance dates. Findings – The Amendments set forth sweeping changes to money fund regulation and will have a profound effect on the money fund industry. Although the most significant provisions of the Amendments – the floating NAV requirement and the imposition of liquidity fees and redemption gates – will not go into effect for two years, the changes to the industry will be apparent almost immediately. Practical implications – Money fund managers and boards of directors should begin assessing the potential impact of the Amendments and develop a schedule to come into compliance. Originality/value – Practical guidance from experienced financial services lawyers.
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Ferruz, Luis, Cristina Ortiz, and Luis Vicente. "Money market fund investors’ response to fund company mergers." Applied Financial Economics Letters 4, no. 2 (March 2008): 109–13. http://dx.doi.org/10.1080/17446540701335466.

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Huang, Lingling, Qianling Zeng, Fan Lin, Wenyan Deng, and Wenchao Pan. "Performance Evaluation of China Internet Monetary Fund Based on Super-efficient DEA." Sumerianz Journal of Economics and Finance, no. 43 (July 23, 2021): 96–101. http://dx.doi.org/10.47752/sjef.43.96.101.

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Since 2013, China’s Internet money fund market has entered a new era. On June 17, 2013, Yu’e Bao, jointly launched by Alipay and Tianhong Fund Company, was the first to go public. In just a few short years, the Internet money fund market has developed in full swing, and Tencent, Baidu, and JD have also participated in the development of related change wealth management businesses. This article uses super-efficiency DEA to evaluate fund performance. Through the validity test of 16 sample fund products in 2019, 7 sample funds are valid according to the DEA; and 16 sample fund products in 2020 are tested for validity, 9 sample funds are valid according to the DEA. The research found that most of the Internet financial products have not yet reached their effectiveness, which is mainly reflected in the fund’s custody and management fees. There is still a lot of room for development in China’s Internet fund market.
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Bansal, Matulya. "Default risk of money-market fund portfolios." Journal of Credit Risk 11, no. 4 (December 2015): 43–71. http://dx.doi.org/10.21314/jcr.2015.198.

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Schmidt, Lawrence, Allan Timmermann, and Russ Wermers. "Runs on Money Market Mutual Funds." American Economic Review 106, no. 9 (September 1, 2016): 2625–57. http://dx.doi.org/10.1257/aer.20140678.

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We study daily money market mutual fund flows at the individual share class level during September 2008. This fine granularity of data allows new insights into investor and portfolio holding characteristics conducive to run risk in cash-like asset pools. We find that cross-sectional flow data observed during the week of the Lehman failure are consistent with key implications of a simple model of coordination with incomplete information and strategic complementarities. Similar conclusions follow from daily models fitted to capture dynamic interactions between investors with differing levels of sophistication within the same money fund, holding constant the underlying portfolio. (JEL D14, G11, G23)
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Dissertations / Theses on the topic "Money market fund"

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Agapova, Anna. "Cross-Sectional Differences between Topic 1: Money Market Mutual Funds and their Role in the Mutual Fund Families. Topic 2: Innovations in Financial Products. Conventional Mutual Funds versus Exchange Traded Funds." Digital Archive @ GSU, 2007. http://digitalarchive.gsu.edu/finance_diss/10.

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The first essay examines cross-sectional differences between money market mutual funds (MMMFs), in the context of the sponsoring fund family. While extant studies have shown that fund family characteristics impact the management of open-end equity mutual funds, results of this study’s analysis find that fund family characteristics also affect the management of MMMF assets, contributing to differences in the maturity of the fund’s holdings, expenses, and realized returns. I find that an MMMF is not simply a transitional account with a short-term low-risk investment objective, but rather, a critical role player within the fund family. Differences in maturity, yield, and expenses in MMMFs can be explained by family-specific characteristics, including diversification and cash management strategies at the family level. The second essay examines implications of substitutability of two similar financial assets: conventional index mutual funds and exchange traded funds (ETFs). I seek to explain the coexistence of these fund types, since both offer a claim on the same underlying index return process, but have different organizational structures. This study compares conventional open-end index funds with matched ETFs on various underlying indexes. Aggregate flows are used to detect substitution and clientele effects. I show that conventional funds and ETFs are substitutes, while ETFs have smaller tracking errors and lower fund expenses. However, I find that these fund types are not perfect substitutes, and their coexistence can be explained by a clientele effect that segregates them into different market niches.
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Costa, Leonardo Tavares Lameiro da. "O efeito smart money na indústria de fundos brasileira." reponame:Repositório Institucional do FGV, 2006. http://hdl.handle.net/10438/2325.

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Made available in DSpace on 2010-04-20T20:51:42Z (GMT). No. of bitstreams: 3 154941.pdf.jpg: 12079 bytes, checksum: 809428fce6feb0072e770a5b74f32903 (MD5) 154941.pdf: 545730 bytes, checksum: ff5c0f2f9eb9820b7a86ba64f3d0f907 (MD5) 154941.pdf.txt: 108893 bytes, checksum: 77009802f4e69002e5a5064d61049c82 (MD5) Previous issue date: 2006-02-13T00:00:00Z
O presente trabalho estuda o efeito Smart Money, inicialmente identificado por GRUBER (1996) e ZHENG (1999), na indústria de fundos brasileira no período de 2001 a 2005. Buscou-se identificar se os fundos que apresentaram maior captação líquida em seguida performam melhor do que os fundos de menor captação líquida. O efeito Smart Money foi identificado nos fundos de ações mesmo após ter sido controlado pelo efeito momentum. Nos fundos multimercados com renda variável e nos fundos de renda fixa não foi possível identificar tal fenômeno.
This work studies the Smart Money Effect, initially identified by GRUBER (1996) and ZHENG (1999), in the brazilian mutual fund industry in the period of 2001-2005. The objective was to verify if the funds with the highest net cash flows had a better performance in the following period than the funds with the lowest net cash flows. The Smart Money Effect was identified in stock funds, even after controlling by the stock return momentum phenomenon. In mixed funds and in fixed income funds it was not possible to identify such effect.
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Neubert, Timothy Miles James A. "Money market funds vs. ultra-short bond funds." [University Park, Pa.] : Pennsylvania State University, 2009. http://honors.libraries.psu.edu/theses/approved/WorldWideIndex/EHT-35/index.html.

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Gallagher, Emily A. "Money market funds, shareholder behavior, and financial stability." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010028.

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Fonds du marché monétaire, comportement des actionnaires et stabilité financière
In the five business days following the default of Lehman Brothers in September 2008, U.S. prime money market funds (MMFs) experienced outflows totaling over 300 billion of dollars, representing 15% of their total assets. In order to generate cash to service outflows, some MMFs sold assets and stopped rolling their investments. Many have argued that these outflows exacerbated the financial crisis by contributing to a freezing of commercial paper markets. In 2010, in an effort to improve the resiliency of MMFs to withstand severe market stresses, the Securities and Exchange Commission (SEC) adopted a number of substantial reforms. Since 2010, many regulators have called for further reforms of MMFs, citing the eurozone crisis of 2011 as evidence that MMFs remain a financial stability concern. Over June, July and August 2011, MMFs experienced outflows of 162 billion of dollars, representing 10% of their total assets. Some contend that the size and timing of these outflows indicate that MMF investors continue to react to, and perhaps exacerbate, stresses in the financial markets. According to this view, yield sensitive investors incent MMFs to take risk through foreign bank investments and then cut and run once those risks escalate, resulting in a sudden loss of funding available to credit-worthy U.S. firms. Using the eurozone crisis of 2011 as an acid test, this thesis evaluates the validity of this narrative and, more broadly, the stability of U.S. MMFs after the 2008 financial crisis and resulting reforms. (...)
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Chandrasekaran, Abhijit. "Impact of money market funds on commercial paper markets in United States and South Korea." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/72874.

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Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2012.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 32-34).
The focus of this study is on Commercial Paper markets which are used by financial and non financial firms to manage working capital and maturity transformation. We explore how the primary investors in CP in the US, the Money Market Mutual Funds (MMMFs) have influenced the markets. We see how CP usage has changed post the advent of MMMFs and how they have grown with growth in MMMFs assets. We also try to understand what made MMMFs in the US successful and what has led to their tremendous growth. We then move on to study South Korean CP markets and try to see if there are similar characteristics emerging in the markets with the establishment of short term money funds. South Korea gives a window into Asia to judge if it would be prudent for Asian countries to adapt from the US market structure to spur the CP markets locally. With the tremendous growth taking place in emerging Asia, the requirement for short term capital markets is growing and hence the importance of adapting from successful markets. We do see from the study that post MMMFs establishment there is a greater use of CP among business in both economies. There is also a greater holding of CP as assets by firms in the economy. MMMFs tend to hold large volumes of CP and may have led to greater CP market access for firms. Liquidity, yield and safety come out as the vital characteristics which make MMMFs a preferred investment conduit for money market instruments.
by Abhijit Chandrasekaran.
S.M.
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Ganguli, Alakananda. "Globalization of financial markets and the demand for international reserves : the case of the industrialized countries." Thesis, McGill University, 1994. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=28447.

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The purpose of this thesis is to explain theoretically and empirically the demand for international reserves by the major industrialized countries in the context of the present highly integrated and extremely volatile international financial system. The reserves demand behaviour of each of the G7 countries along with seven non-G7 industrialized countries have been empirically examined. The demand functions are estimated using the cointegration approach on autoregressive distributed lag and simple distributed lag models.
This study has revealed that a country's reserve demand is significantly influenced by its level of capital flows in addition to the traditionally used trade flow variables. It is shown that the greater the external vulnerability of an economy as measured by its net capital flows in relation to its GNP, the higher is its demand for international reserves. The results have striking similarity for all the 14 industrialized countries despite their structural and institutional differences.
This study points to the need of international monetary policy coordination to reduce large fluctuations in exchange rates and lessen massive flows of speculative capital which carry a potential threat of becoming inflationary.
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Baklanova, Viktoria. "Money market funds in the US and the EU : a legal and comparative analysis." Thesis, University of Westminster, 2012. https://westminsterresearch.westminster.ac.uk/item/8z40w/money-market-funds-in-the-us-and-the-eu-a-legal-and-comparative-analysis.

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The failure of the Reserve Primary Fund, a US money market fund, in September 2008 triggered a widespread withdrawal of assets from other money market funds in the US. The withdrawals led the US Government to adopt emergency measures to maintain market stability. The ability of money market funds to rapidly withdraw funding from the financial system also showed during the European sovereign debt crisis in the summer of 2011. The crisis prompted further regulatory debate on both sides of the Atlantic on how to make money market funds more resilient to investors’ runs and systemic shocks. The solutions that are currently discussed propose to eliminate the essential bank-like feature of money market funds – their ability to transact at a stable share price – and thereby reduce their attractiveness to investors seeking cash management options outside the banking system. This thesis detaches from those discussions originally enquiring on how should money market funds be regulated in the US and in the EU. As a theoretical premise, this research identifies two overarching goals for money market funds regulation, namely, investor protection and systemic stability. The prevalent proposals for regulation are thus seen as misguided because the change in money market funds pricing mechanisms and the accounting convention would demonstrably not satisfy these goals. In order to formulate the new propositions for the regulation of money market funds in the US and the EU, therefore, this thesis first critically evaluates the existing US and EU regulatory frameworks applicable to money market funds from the standpoint of the dual policy goal of investor protection and systemic stability. Secondly, it introduces an alternative path for achieving this dual goal. It is argued that the blueprint of the international money market fund regulation ought to focus on full disclosure of the funds’ assets and liabilities – portfolio holdings and fund investors – as the primary measure of investor protection. Such disclosure also addresses systemic stability concerns by empowering regulators to properly monitor the transmission channels of funding risk. While my study does not purport to do away with risk limiting rules for money market funds, it cautions against copying the US-centric view of the investment standards to the much shallower European markets under the banners of harmonisation. Instead, this thesis advocates a harmonised international approach to the transparency of money market fund activities and the creation of a global database of market 5 exposures that would subject asset managers to public scrutiny and enable regulators to monitor the major risk transmitting channels. By these means the dual regulatory goal in money market fund regulation – investor protection and systemic stability – shall be upheld.
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Keitsch, Sandra. "Monkey business : Can a portfolio with randomly selected shares beat the market?" Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12505.

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Actively managed mutual funds underperform the index and investors are recommended to invest in index funds since they give higher returns (Dagens Industri Debatt, 2010). In this thesis it is investigated if partly indexated portfolios with randomly selected stocks beat the benchmark index and thus are a valid option of portfolio construction for the individual investor. For this purpose sixteen portfolios are constructed partly by an index and partly by randomly selected stocks from the Swedish stock market in the time period of 2007.01.01 to 2010.01.01. Risk and return measures are used in order to analyse if the portfolios beat the benchmark index. The results are also compared to an index mutual fund in order to validate the results further.

The results suggest that partly indexated portfolios with randomly selected stocks are able to outperform both the benchmark index and the comparing index mutual fund. When dividends were included in the portfolios all of the sixteen portfolios had beaten the benchmark index. The two stock portfolio is a valid alternative when investing in mutual funds since it has superior returns with only marginally higher risk than the benchmark index.

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Jones, Garett. "Measuring the liquidity effect with daily data /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p3023450.

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Hojat, Simin. "The Impact of Monetary Policy On the Stock Market." ScholarWorks, 2015. https://scholarworks.waldenu.edu/dissertations/1603.

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Prior studies examining the impact of monetary policy instruments on the equity market have produced mixed results. This problem is important to address because of the substantial impact of monetary policy on the economy and economic resource allocation via the equity market. The purpose of this study was to determine the impact of change in money supply (M2), change in Federal Funds Rate (FFR), and change in Federal Funds Futures (FFF) on the expected rate of returns of publicly traded companies while controlling for the rate of return of the whole equity market and size of the sampled companies. The capital asset pricing model formed the theoretical foundation. The research questions addressed the significance of the monetary policy instruments M2, FFR, and FFF on the expected rate of returns of publicly traded companies. The research design was ex post facto. To answer the research questions, annual data were collected for the period of January 2005 through January 2015 for the rate of return on the overall equity market, rate of return on stocks of 90 publicly traded companies, size of the sample companies, M2, FFR, and FFF. A multiple regression showed a positive effect of market rate of return and company size, a positive moderation effect of M2, and a negative moderation and mediation effect of FFR and FFF on the expected rate of returns of publicly traded companies (p < .05). These findings could have positive social change implications in that they may help individual and institutional investors in their investment decision making, leading to better allocation of economic resources. The findings may also assist monetary policy authorities in assessing the impact of monetary policy on the equity market and thus preempting stock market crashes.
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Books on the topic "Money market fund"

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Inside the house of money: Top hedge fund traders on profiting in a global market. Hoboken, N.J: J. Wiley, 2006.

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Inc, TheStreet com Ratings. The street.com ratings' guide to bond and money market mutual funds: A quarterly compilation of mutual fund ratings and analysis covering fixed income funds. Amenia, NY: Grey House Publishers, 2011.

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Yaḥyá, Miṣrī. Ṣundūq al-Naqd al-ʻArabī wa-al-qaḍāyā al-maṣīrīyah maʻa dirāsah muqāranah lil-niẓām al-naqdī al-ʻālamī wa-al-thagharāt al-wāridah fīhi ... [Cairo: s.n.], 1999.

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Oversight of the mutual fund industry: Ensuring market stability and investor confidence : hearing before the Subcommittee on Capital Markets and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Twelfth Congress, first session, June 24, 2011. Washington: U.S. G.P.O., 2011.

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United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Perspectives on money market mutual fund reforms: Hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Twelfth Congress, second session, on examining the health and stability of money market mutual funds, June 21, 2012. Washington: U.S. Government Printing Office, 2013.

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C, Kaufman Phyllis, ed. Understanding money market funds. Stamford, Conn: Longmeadow Press, 1987.

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Examining the SEC's money market fund rule proposal: Hearing before the Subcommittee on Capital Markets and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Thirteenth Congress, first session, September 18, 2013. Washington: U.S. Government Printing Office, 2014.

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Pelzl, Wolfgang. Beurteilung von Geldmarktfonds. Frankfurt am Main: F. Knapp, 1989.

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Bartolini, Leonardo. Money market integration. [Washington, D.C.]: International Monetary Fund, Research Dept., 2006.

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Strange, Susan. Mad money: When markets outgrow governments. Ann Arbor: University of Michigan Press, 1998.

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Book chapters on the topic "Money market fund"

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Yin, Jianfeng, Jianwei Wu, and Zengwu Wang. "Analysis of Fund Flow and Mechanism in Trust Market." In Whither has the Money Gone, 51–72. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-4931-8_3.

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Baumol, William J., Stephen M. Goldfeld, Lilli A. Gordon, and Michael F. Koehn. "The Demand for Money Market Mutual Funds." In The Economics of Mutual Fund Markets: Competition Versus Regulation, 139–64. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-2185-6_7.

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Nijs, Luc. "Money Market Funds Reform." In The Handbook of Global Shadow Banking, Volume I, 447–98. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-34743-7_10.

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Thomas, D. Gareth, and David S. Bywaters. "Modern Portfolio Theory Applied to the Loanable Funds Market." In The Creators of Inside Money, 141–63. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70366-0_9.

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Kacperczyk, Marcin, and Philipp Schnabl. "Money Market Funds: How to Avoid Breaking the Buck." In Regulating Wall Street, 303–18. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258231.ch10.

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Keen, Stephen A., and Leslie K. Ross. "Rule 2a-7: Legal and Research Issues for Tax-Exempt Money Market Funds." In The Handbook of Municipal Bonds, 459–99. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119198093.ch26.

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Birdthistle, William A. "Money Market Funds." In Empire of the Fund, 190–202. Oxford University Press, 2016. http://dx.doi.org/10.1093/acprof:oso/9780199398560.003.0014.

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"Portfolio Management of Money Market Funds." In The Fund Industry, 169–88. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266519.ch8.

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"Money Market Mutual Fund Reform." In Connectedness and Contagion. The MIT Press, 2016. http://dx.doi.org/10.7551/mitpress/10516.003.0026.

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Scott, Hal S. "Money Market Mutual Fund Reform." In Connectedness and Contagion, 223–30. The MIT Press, 2016. http://dx.doi.org/10.7551/mitpress/9780262034371.003.0019.

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Conference papers on the topic "Money market fund"

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Zeng, Xue. "Money Market Fund Risk Measurement." In 2016 International Conference on Education, Management and Computer Science. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/icemc-16.2016.230.

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Pang, Liyan, Shuopeng Wang, and Jiaxin Zhang. "Design of fund rating system in money market." In 2013 6th International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2013. http://dx.doi.org/10.1109/iciii.2013.6703012.

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Topaloğlu, Mustafa. "An Evaluation of Turkish Mortgage System from the Perspective of Global Economic Crisis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2011. http://dx.doi.org/10.36880/c02.00359.

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Turkish mortgage system was established by the law number 5582 and the title of "The Law Amending the Laws Related to Housing Finance System" in 2007. Even though the entry into force of this act expressed as "Pay the rent as the landlord-performing”, no bring up short of the interest rates of a housing loan were observed. In fact, Mortgage application could not be branch out yet. The distinguishing feature of the mortgage system, mortgage collateral pools of consumer loans with guaranteed by mortgage backed securities to be issued, sold in the capital market, also called the mortgage money is the safeguard of cheap funds. Using this fund for financing provided by banks as a result of re-housing resource for the consumer to pay the cost of housing loan interest rate is relatively go into a decline. Meanwhile, after the abundance of finance in the world, the so-called subprime mortgage, loans to non-qualified borrower, triggered the world economic crisis occurred. May well be, Turkey was unimpressed the crisis because of the not being set secondary mortgage market. All the public in charge of economy has introduced prevention of packages of measures.
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Olawande, Ayotunde. "Money Market Indicators, Pension Funds and Real Estate Finance in Nigeria." In 13th African Real Estate Society Conference. African Real Estate Society, 2013. http://dx.doi.org/10.15396/afres2013_100.

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Sekulić, Momčilo, Ana Matović, and Djorde Milošević. "Money Laundering and Virtual Financial Resources." In Values, Competencies and Changes in Organizations. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-442-2.65.

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Money laundering is a complex phenomenon that represents the direct impact of organized criminal groups on legal financial flows. As a particularly dangerous dimension of illegal activities, the author emphasizes the possibility of masking them through the investment of illegally acquired funds in legal public or private affairs. The author analyzes the structure of this illegal activity, showing its adaptation to modern communication conditions, which is why he notices the importance of evolving this illegal phenomenon in the online environment. The predominant part of this paper is dedicated to the introduction of numerous ways of placing criminal profit in the regular monetary market through the information and communication benefits of the Internet. In his research, the author does not stay within the framework of the visible part of the web. His special attention is focused on the high-tech circumstances and communication capacities of the dark web, in order to emphasize the inexhaustible possibilities of hiding, "laundering" and further placing "laundered" money that originates from criminal activities.
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Reports on the topic "Money market fund"

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Kacperczyk, Marcin, and Philipp Schnabl. Implicit Guarantees and Risk Taking: Evidence from Money Market Funds. Cambridge, MA: National Bureau of Economic Research, August 2011. http://dx.doi.org/10.3386/w17321.

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Payment Systems Report - June of 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/rept-sist-pag.eng.2020.

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With its annual Payment Systems Report, Banco de la República offers a complete overview of the infrastructure of Colombia’s financial market. Each edition of the report has four objectives: 1) to publicize a consolidated account of how the figures for payment infrastructures have evolved with respect to both financial assets and goods and services; 2) to summarize the issues that are being debated internationally and are of interest to the industry that provides payment clearing and settlement services; 3) to offer the public an explanation of the ideas and concepts behind retail-value payment processes and the trends in retail payments within the circuit of individuals and companies; and 4) to familiarize the public, the industry, and all other financial authorities with the methodological progress that has been achieved through applied research to analyze the stability of payment systems. This edition introduces changes that have been made in the structure of the report, which are intended to make it easier and more enjoyable to read. The initial sections in this edition, which is the eleventh, contain an analysis of the statistics on the evolution and performance of financial market infrastructures. These are understood as multilateral systems wherein the participating entities clear, settle and register payments, securities, derivatives and other financial assets. The large-value payment system (CUD) saw less momentum in 2019 than it did the year before, mainly because of a decline in the amount of secondary market operations for government bonds, both in cash and sell/buy-backs, which was offset by an increase in operations with collective investment funds (CIFs) and Banco de la República’s operations to increase the money supply (repos). Consequently, the Central Securities Depository (DCV) registered less activity, due to fewer negotiations on the secondary market for public debt. This trend was also observed in the private debt market, as evidenced by the decline in the average amounts cleared and settled through the Central Securities Depository of Colombia (Deceval) and in the value of operations with financial derivatives cleared and settled through the Central Counterparty of Colombia (CRCC). Section three offers a comprehensive look at the market for retail-value payments; that is, transactions made by individuals and companies. During 2019, electronic transfers increased, and payments made with debit and credit cards continued to trend upward. In contrast, payments by check continued to decline, although the average daily value was almost four times the value of debit and credit card purchases. The same section contains the results of the fourth survey on how the use of retail-value payment instruments (for usual payments) is perceived. Conducted at the end of 2019, the main purpose of the survey was to identify the availability of these payment instruments, the public’s preferences for them, and their acceptance by merchants. It is worth noting that cash continues to be the instrument most used by the population for usual monthly payments (88.1% with respect to the number of payments and 87.4% in value). However, its use in terms of value has declined, having registered 89.6% in the 2017 survey. In turn, the level of acceptance by merchants of payment instruments other than cash is 14.1% for debit cards, 13.4% for credit cards, 8.2% for electronic transfers of funds and 1.8% for checks. The main reason for the use of cash is the absence of point-of-sale terminals at commercial establishments. Considering that the retail-payment market worldwide is influenced by constant innovation in payment services, by the modernization of clearing and settlement systems, and by the efforts of regulators to redefine the payment industry for the future, these trends are addressed in the fourth section of the report. There is an account of how innovations in technology-based financial payment services have developed, and it shows that while this topic is not new, it has evolved, particularly in terms of origin and vocation. One of the boxes that accompanies the fourth section deals with certain payment aspects of open banking and international experience in that regard, which has given the customers of a financial entity sovereignty over their data, allowing them, under transparent and secure conditions, to authorize a third party, other than their financial entity, to request information on their accounts with financial entities, thus enabling the third party to offer various financial services or initiate payments. Innovation also has sparked interest among international organizations, central banks, and research groups concerning the creation of digital currencies. Accordingly, the last box deals with the recent international debate on issuance of central bank digital currencies. In terms of the methodological progress that has been made, it is important to underscore the work that has been done on the role of central counterparties (CCPs) in mitigating liquidity and counterparty risk. The fifth section of the report offers an explanation of a document in which the work of CCPs in financial markets is analyzed and corroborated through an exercise that was built around the Central Counterparty of Colombia (CRCC) in the Colombian market for non-delivery peso-dollar forward exchange transactions, using the methodology of network topology. The results provide empirical support for the different theoretical models developed to study the effect of CCPs on financial markets. Finally, the results of research using artificial intelligence with information from the large-value payment system are presented. Based on the payments made among financial institutions in the large-value payment system, a methodology is used to compare different payment networks, as well as to determine which ones can be considered abnormal. The methodology shows signs that indicate when a network moves away from its historical trend, so it can be studied and monitored. A methodology similar to the one applied to classify images is used to make this comparison, the idea being to extract the main characteristics of the networks and use them as a parameter for comparison. Juan José Echavarría Governor
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