variation margin

How to Manage Liquidity Risk in a Volatile Market

Friday, July 24, 2020

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

Managing Liquidity Risk in Times of Stress

Monday, July 13, 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.

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