initial margin

Managing Liquidity in Times of Stress

13 July 2020

by Quantifi

Historically, liquidity risk has been the poor cousin of market risk and credit risk. While the global financial crisis of 2008/2009 first pushed the issue of liquidity risk to the forefront of attention, the most recent market dislocation due to the COVID-19 pandemic has once again highlighted the salient significance of the topic. This is particularly so for institutional investment managers who have to meet margin calls, perform regular fund rebalancing, execute redemptions, among other potentially liquidity-threatening activities. Failure to afford liquidity risk management the focus and priority jeopardizes the health of an institution, perhaps fatally so.

WBS 12th Fixed Income Conference

Monday, June 6, 2016
Quantifi will present 'Impact of the New CVA Risk Capital Charge' on Day 1 and be taking part in 'Initial Margin and Regulatory Requirements' panel debate on Day 2. Event Overview Pre-Conference: Initial Margin for Cleared and Non-cleared... read more

The New Edge in Investment Performance: Liquidity Management

Thursday, September 10, 2015

Erik Vynckier, CIO Insurance at AllianceBernstein was guest speaker at Quantifi’s breakfast briefing and shared his knowledge and experience under the theme ‘The New Edge in Investment Performance: Liquidity Management’ Read More