Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management
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References listed on IDEAS
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Cited by:
- Herr, Donovan & Clausse, Emilien & Vrins, Frédéric, 2021. "Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?," LIDAM Discussion Papers LFIN 2021012, Université catholique de Louvain, Louvain Finance (LFIN).
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More about this item
Keywords
portfolio risk; volatility; SRRI; regulation;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2020-12-14 (Risk Management)
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