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Erscheinungsjahr: 
2016
Schriftenreihe/Nr.: 
ADBI Working Paper No. 594
Verlag: 
Asian Development Bank Institute (ADBI), Tokyo
Zusammenfassung: 
This study provides new evidence of systemic risk contribution in the international mutual fund sector from 2000 - 2011. The empirical analysis tracks the systemic risk of 10,570 mutual funds investing internationally. The main findings suggest that the systemic risk contributions of international mutual funds are more than proportional given the fund's size. Policy implications are discussed in terms of practicality of regulation, macroprudential approach, and risk-taking behavior of fund managers.
Schlagwörter: 
systemic risk contribution
systemic risk
mutual funds
international mutual funds
global financial system
JEL: 
E44
F3
G15
Creative-Commons-Lizenz: 
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Dokumentart: 
Working Paper

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