Liquidity Risk Oversight
Please click on the video above to get a quick overview of the comprehensive RiskSystem liquidity solution
Liquidity Risk Monitoring
RiskSystem integrates liqudity risk metrics such as liquidation time, coverage ratios and liquidity stress test results into a single report.
Liquidity Stress Testing
In a market of infinite variables, RiskSystem employs a liquidity solution which applies significant stresses to various factors to best estimate the liquidity risk of a fund. Using our fixed and variable reverse stress testing approaches, RiskSystem can highlight the vulnerability and resilience of our clients fund’s to potential liquidity shortages in the market.
Liability liquidity risk is a vital component of the overall liquidity risk of a fund. To ensure that the fund is consistently positioned to meet potential redemptions, RiskSystem utilises in-house designed functionality known as MOAB (Maximum One-day Available Balance) and LASDAB (Liquidity Adjusted Settlement Date Available Balance).
Liquidity Reverse Stress Testing
To ensure our clients are prepared for adverse market conditions and redemption scenarios, RiskSystem offers a range of historical and hypothetical Liquidity Reverse Stress Tests. This functionality monitors our client’s portfolio’s capability of remaining compliant throughout periods of significant redemptions and liquidity shortages.
RiskSystem offers many advantages over competing risk solutions
The risks of any number of sub-funds are integrated into one portal.
All functionality and reporting can be tailored to clients requirements.
All instruments and fund types covered.
Our internally developed functionality – automated risk profiling – ensures rapid onboarding of new funds removing any constraints on growth of funds under management.
Full Managed Service
Sourcing, cleansing, enriching and processing all data from any preferred source in any format is our responsibility.
All data and risk analytics are stored in a highly secure private cloud.