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

Calculate and report liquidity risk at different levels of aggregation

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

Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks

Project Cashflows

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

Perform Stress Testing

Projection of cashflows and ALM analysis under stressed conditions 

Asset Liability Management

Full support for liquidity analysis for effective asset liability management

Conduct 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

Calculate Liquidity Valuation Adjustment

Support for funding and liquidity adjustments to derivative valuations

Satisfy Basel lll Requirements

Support for Basel lll liquidity risk calculations like HQLA, LCR and NSFR



Survey: Managing Liquidity Risk

108 industry practitioners were surveyed on how they manage

liquidity risk and the challenges faced

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


Impact of Recent Regulations
on Bank Liquidity

This panel of senior practitioners from Citigroup, SocGen and China Construction Bank reflect on the  impact of recent regulation on sell-side liquidity. Panel moderated by Dmitry Pugachevsky, Director of Research, Quantifi

Watch video