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.
RiskSystem provides liquidity risk evolution oversight across multiple metrics which describe the current and historical liquidity risk of a fund. This provides our clients with constant oversight on the developing trends regarding market liquidity with direct relation to their own funds.
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.
RiskSystem monitors liquidity risk under Business as Usual (BAU), Stressed and Super-Stressed environments.
Available Liquidity
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.
Key Features
RiskSystem offers many advantages over competing risk solutions
Integrated
The risks of any number of sub-funds are integrated into one portal.
Customisable
All functionality and reporting can be tailored to clients requirements.
Comprehensive
All instruments and fund types covered.
Scalable
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.
Secure
All data and risk analytics are stored in a highly secure private cloud.
