The RiskMonitor® Liquidity solution addresses regulatory and governance concerns on asset liquidity and fund’s ability to satisfy redemption terms. Leveraging the RiskMonitor portal and data integration with a wide range of fund administrators to incorporate fund shareholder as well as asset details.
Additional consultancy support can be provided to review and develop liquidity management policies, including the provision of ongoing reporting and liquidity stress testing. This solution employs a range of sophisticated modelling techniques across multiple asset classes, and is relied on by leading alternative asset managers and fund services businesses.
- Addresses ESMA LST guidelines (ESMA34-39-897)
- Board-friendly reporting
- Sophisticated asset liquidity metrics including modelling for bond instrument and classifications for CIU (third party funds)
- Market impact analysis
- Shareholder and subscription / redemption analytics
- Option to choose between ‘waterfall’ and ‘top-slicing’ approaches
- Ability to provide LST aggregating underlying portfolios or funds
- Liquidity scenario event and post-event compliance analysis
- Complementary to Annex IV managed service
Typical clients include: ManCos, ACDs, fund administrators and asset managers (hedge funds, UCITS).