Swing Pricing 101

This white paper provides an educational discussion around swing pricing based on “Swing Pricing 101,” a webinar jointly produced by Association of the Luxembourg Fund Industry (ALFI) and Nicsa. It identifies best practices and defines parameters for swing pricing in light of the Sept. 22, 2015, Securities and Exchange Commission (SEC) proposal specific to liquidity risk management in the United States. Find out how to determine a swing threshold and swing factor, what stipulations exist in terms of governance and recordkeeping and how the proposal might work based on successful model in Luxembourg. (03/01/2016)

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