Bronka Rzepkowski

Committee of European Securities Regulators (CESR)

11-13 Avenue de Friedland

Paris F-75008

France

SCHOLARLY PAPERS

2

DOWNLOADS

425

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Hedge Funds and Prime Brokers: The Role of Funding Risk

EFA 2009 Bergen Meetings Paper
Number of pages: 35 Posted: 16 Feb 2009 Last Revised: 28 Sep 2012
Benjamin Klaus and Bronka Rzepkowski
European Central Bank (ECB) and Committee of European Securities Regulators (CESR)
Downloads 254 (165,251)
Citation 11

Abstract:

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Hedge Funds, Prime Brokers, Funding Liquidity Risk, Investor Redemptions, Multiple Prime Brokers

2.

Risk Spillover among Hedge Funds: The Role of Redemptions and Fund Failures

ECB Working Paper No. 1112
Number of pages: 48 Posted: 16 Nov 2009
Benjamin Klaus and Bronka Rzepkowski
European Central Bank (ECB) and Committee of European Securities Regulators (CESR)
Downloads 171 (237,387)

Abstract:

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Hedge Funds, Survival Analysis, Risk Spillover, Diversification