G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:20:51+00:00Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach
https://www.bankofcanada.ca/2019/02/staff-analytical-note-2019-7/
When redeeming shares for investors, bond fund managers must choose a mix of cash and bond sales to honour their commitments. This note uses machine learning algorithms to uncover new patterns in decisions fund managers make to meet redemptions.2019-02-22T06:00:39+00:00enLiquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach2019-02-22