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
A powerful and flexible technology platform
Liquidity Valuation Adjustment
Support for funding and liquidity adjustments to derivative valuations.
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.
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.
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.
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.
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.
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.