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. Read More
Selwood Asset Management, a newly authorised alternative investment manager, has confirmed the selection of Quantifi as its single Portfolio Management System (PMS). Selwood chose Quantifi ahead of other providers as they required a powerful, stable technology platform with rich functionality to deliver best practice portfolio management, valuations, trading, pre-trade and scenario analysis, and support for all of their risk management requirements. read more
by Quantifi & Cognizant
Over-the-counter (OTC) derivatives markets continue to be impacted by regulatory changes. These changes are affecting the way financial institutions do business in multiple, interrelated ways. Rising capital requirements are impacting profitability and return on equity. Market participants are now being forced to clear standard OTC trades through Central Counterparties (CCPs) and will soon face margin requirements for the remaining, nonstandard, uncleared derivatives.