Code Repository for 'LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints'

Published: 24 January 2025| Version 2 | DOI: 10.17632/9fmz65yczz.2
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Description

This repository contains code used in "LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints" by Mathias S. Kruttli, Phillip J. Monin, Lubomir Petrasek, and Sumudu W. Watugala.

Files

Steps to reproduce

See included README file.

Institutions

  • Indiana University Bloomington
  • Federal Reserve Board

Categories

Economics, Finance, Financial Economics

Licence