Liquidity Risk

Accurately Monitor Liquidity Risk

An enterprise risk framework designed to help clients quantify and monitor key liquidity risk measures

The global financial crisis highlighted the importance of liquidity in functioning financial markets. Effective risk management strategies must address the major issues that compromised firms during the drawdown. Liquidity should not be viewed as a short-term operational issue, but as a central component of long-term business strategies. Quantifi provides an enterprise risk management platform that incorporates reporting, scenario modeling, data management and analytics.
 

Integrated liquidity and market risk stress scenarios

Integrated liquidity and market risk stress scenarios

Calculate and report liquidity risk at different levels of aggregation

Calculate and report liquidity risk at different levels of aggregation

Measure impact of funding costs on profit and solvency

Measure impact of funding costs on profit and solvency

 

 


Why Quantifi?

A powerful and flexible technology platform designed to help firms
measure, manage and mitigate liquidity risk

 

Cross asset support

Cross-asset Support

Comprehensive asset coverage for listed and unlisted internally and externally managed assets
  Project Cashflows

Funding Liquidity

Projection of cashflows over the life of the portfolio. User configurable cash ladder and cashflow reporting
 
Satisfy Basel lll Requirements

Advanced Analytics

Flexible asset grouping hierarchies for multiple views of analysis and reporting
 
 

Calculate Liquidity Valuation Adjustment

Calculate Liquidity Valuation Adjustment

Support for funding and liquidity adjustments to derivative valuations
Conduct Risk Analysis & Reporting

Conduct Risk Analysis & Reporting

Segment and tag positions based on the liquidity in corresponding markets
 
 

Asset Liability Management

Asset Liability Management

Full support for liquidity analysis for effective asset liability management
Perform stress testing

Perform Stress Testing

Projection of cashflows and ALM analysis under stressed conditions 
 

Model Close Out Period

Model Close Out Period

Modelling of close out period based on liquidity of financial instruments

 




New Zealand Super Fund (NZSF) Logo
 

 NZSF was looking for a solution with proven credit and liquidity
risk management functionality. Quantifi’s depth of functionality,
speed of analytics, asset coverage and ability to generate
scenarios has strengthened the funds risk management
capabilities across all risk disciplines. 

 

Case Study 


 

 

Survey: Managing Liquidity Risk


108 industry practitioners were surveyed on how they manage

liquidity risk and the challenges faced
 

Survey: Managing Liquidity Risk

How does your firm manage
liquidity risk operationally?

Liquidity characteristics can vary significantly over
different periods and market conditions and
portfolio liquidity assessments need to be
updated accordingly.

 

View Findings View Webinar

 

 


Featured Video



Panel from Quantifi's annual NYC conference on the Impact of Recent Regulations on Bank Liquidity

 

Identifying Liquidity Risk
for Financial Stability

This webinar explores the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on buy side firms to ensure strong liquidity risk management practices are being carried out.
 

Watch video