Liquidity Risk Management Monitoring Software
INTERACTIVE
TIME-SERIES
REPORTING
ALL
CALCULATIONS
FULL
TRANSPARENCY
Measuring and Managing Liquidity Risk
``The risk that assets cannot be sold quickly enough to meet investors' redemption requirements.``
Meet International Liquidity Requirements
Our liquidity risk module is designed to meet international requirements in respect of Liquidity Risk Management and Liquidity Stress Testing. It is a holistic module which embeds Liquidity Risk Management Monitoring into product governance, throughout the product lifecycle.
AIFMD ANNEX IV
- Liquidity risk management and stress test requirements
- 7 buckets of liquidity
- 1 day or less
- 2 to 7 days
- 8 to 30 days
- 31 to 90 days
- 91 to 180 days
- 180 to 365 days
- 365 days or more
- No prescribed calculation methodology
- Narrative results for liquidity stress tests
UCITS
- Eligible asset requirements
- Liquidity risk management and stress test requirements
- No prescribed calculation methodology or reporting requirements
PRIIPS KID
- Explicit reference to any illiquid PRIIP or PRIIP with materially relevant liquidity risk
SEC LIQUIDITY
- 4 buckets of liquidity
- Monitoring of maximum in illiquid Assets
- Monitoring against a highly liquid minimum
- Liquidity reporting in Form N-Port
EU MMF REPORTING
- Monitoring of % of Assets in daily maturing assets
- Monitoring of % of Assets in weekly maturing assets
- Portfolio liquidity profile
- Liquidity Stress Test Results
CSSF REPORTING
- Weekly filing of Luxembourg reporting requirements to eDesk
- Automated aggregation of fund NAVs, subscriptions and redemptions
ASSETS
INVESTOR REDEMPTIONS
OTHER
LIABILITIES
Liquidity Risk Management - Regulatory Compliance Framework
Funds-Axis’ liquidity risk measurement framework is a comprehensive solution for considering both asset liquidity risk and liability liquidity risk, both in normal and stressed market conditions.
Stay compliant with Liquidity Stress Testing
- Our Liquidity Risk solution is designed to meet the ESMA and IOSCO Guidelines
- In addition, there are other aspects to the Guidelines relating to policies, such as due diligence over investment transactions, valuation policies, product development and product governance, and performance of the stress test simulations.
- We offer a full package of supporting documentation, including:
– Liquidity RMP Template
– Liquidity calculation methodologies
– Checklists assessing compliance with ESMA, IOSCO
– Stress test calibrations
– Liquidity stress testing simulation forms and templates
- We also offer Full training
