INVESTMENT MANAGEMENT

Liquidity
Risk

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

Accurately Monitor Liquidity Risk

Helping you manage risk

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

Calculate and report liquidity risk at different levels of aggregation

Measure impact of funding
costs on profit and solvency

KEY FEATURES

A powerful and flexible technology platform

Liquidity Valuation Adjustment

Support for funding and liquidity adjustments to derivative valuations.

Funding Liquidity

Projection of cashflows over the life of the portfolio. User configurable cash ladder and cashflow reporting.

Perform Stress Testing

Analyse under stressed conditions and satisfy Basel III requirements like HQLA, LCR & NSFR

Asset Liability Management

Full support for liquidity analysis for effective asset liability management.

Risk Analysis & Reporting

Segment and tag positions based on the liquidity in corresponding markets.

Model Close Out Period

Modelling of close out period based on liquidity of financial instruments.

WHITEPAPER

Managing Liquidity Risk in Times of Stress

Proper evaluation and provision of liquidity risk is not a quick fix; it requires diligent contemplation of needs, and a reliable partnership with the right technology and data provider. But, by doing so, liquidity risk management is place on a par with credit and market risk management – where it deserves to be.

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.

SURVEY

Managing Liquidity Risk

Quantifi, OTC Partners and BlackRock hosted a webinar ‘Identifying Liquidity Risk for Financial Stability”. 108 delegates were surveyed to measure opinion on how their firms are dealing with liquidity and their approach to IT and operational challenges. The participants shared their perspectives on 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.

insights

Navigate major trends & developments shaping the industry

Whitepapers

How to Get the Most Out of Your Liability-Driven Investment (LDI) Strategy

Liability-driven investment (LDI) is a core investment strategy for many life insurers, pension schemes and asset managers. It is an approach to investment in which all or part of the strategy is designed to match a scheme’s liabilities. This paper explores how, with the right technology, firms can achieve better results to get the most out of their LDI strategy.

Whitepapers

Identifying Liquidity Risk for Financial Stability

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

News

Data Quality and Integration the Biggest Challenge Faced by Firms for Managing Liquidity Risk

Quantifi, OTC Partners, a boutique consultancy firm and BlackRock, a global investment management firm hosted a webinar on ‘Identifying liquidity Risk for Financial Stability’. The 108 delegates took part in a survey on their risk management practices and the IT/operational challenges associated with managing liquidity risk.

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