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Investment Analytics

Liquidity Risk

US, Canadian and European regulatory authorities are focusing on liquid mutual funds’ disclosure for liquidity, leverage, investment allocation, governance, sub-advisor oversight and more.

Take our solution to…

  • Measure and monitor derivative and collateral assets for risk of unexpected margin calls
  • Independently validate investment manager liquidity
  • Incorporate manager terms (e.g. gating, notice periods, etc.) into liquidity projections
  • Assess the impact of alternative asset liquidity on investment decisions (e.g. rebalancing)
  • Measure liquidity down to the security level on a daily basis

ESMA Liquidity Risk Solution

With functionality to stress test both the assets and liabilities within your portfolio, and the ability to perform fund-level reserve stress testing, our ESMA liquidity risk solution helps you avoid the expense of implementing an in-house program. You will also have access to our proprietary web-based risk engine to meet your analytical and reporting needs. And to help ensure we are interpreting the ESMA liquidity risk regulation accurately, our models are regularly validated by one of the Big Four consulting firms.