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INTERACTIVE
REAL-TIME REPORTING

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TIME-SERIES
REPORTING

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ALL
CALCULATIONS

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FULL
TRANSPARENCY

Liquidity Risk Management

``The risk that assets cannot be sold quickly enough to meet investors' redemption requirements.``

Key Features

Our cloud-based Liquidity Risk Management monitoring platform provides interactive, real-time reporting of liquidity risk through a comprehensive suite of dashboards. These dashboards are built with International Regulations in mind to provide our end users with a solution that covers all aspects of their liquidity risk responsibilities.

The key features include:

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INTERACTIVE REAL-TIME REPORTING

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COVERAGE OF ALL
ASSET CLASSES

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MONITORING OF PORTFOLIO ASSETS, INVESTOR DEALING & OTHER LIABILITIES

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LIMIT MONITORING AGAINST KEY LIQUIDITY RISK INDICATORS

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STRESS & SCENARIO
TESTING

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STOCK LEVEL TREND ANALYSIS

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USER-DEFINED METRICS & CLASSIFICATIONS

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AUTOMATION OF INTERNAL & REGULATORY REPORTING

International Requirements Covered

AIFMD ANNEX IV

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    Liquidity risk management and stress test requirements
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    7 buckets of liquidity
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    1 day or less
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    2 to 7 days
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    8 to 30 days
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    31 to 90 days
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    91 to 180 days
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    180 to 365 days
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    365 days or more
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    No prescribed calculation methodology
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    Narrative results for liquidity stress tests

UCITS

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    Eligible asset requirements
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    Liquidity risk management and stress test requirements
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    No prescribed calculation methodology or reporting requirements

PRIIPS KID

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    Explicit reference to any illiquid PRIIP or PRIIP with materially relevant liquidity risk

SEC LIQUIDITY

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    4 buckets of liquidity
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    Monitoring of maximum in illiquid Assets
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    Monitoring against a highly liquid minimum
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    Liquidity reporting in Form N-Port

EU MMF REPORTING

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    Monitoring of % of Assets in daily maturing assets

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    Monitoring of % of Assets in weekly maturing assets
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    Portfolio liquidity profile
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    Liquidity Stress Test Results

CSSF REPORTING

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    Weekly filing of Luxembourg reporting requirements to eDesk
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    Automated aggregation of fund NAVs, subscriptions and redemptions
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ASSETS

2

INVESTOR REDEMPTIONS

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OTHER
LIABILITIES

Our Approach

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.

ATLAS Funds Training

Learn more about Liquidity Risk Management with our Online Fund Training portal.
Visit Portal

Stay compliant with ESMA and IOSCO Guidelines

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    Our Liquidity Risk Management solution is designed to meet the ESMA and IOSCO Guidelines
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    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.
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    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
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    We also offer full Liquidity Risk Management training
View our 16 ESMA Guidelines blog post

Stay compliant with ESMA and IOSCO Guidelines

  • null
    Our Liquidity Risk solution is designed to meet the ESMA and IOSCO Guidelines
  • null
    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.
  • null
    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
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    We also offer Full training

Request a Demo

For more information or to see a demo of our Liquidity Risk Management Monitoring Solution, please complete the form below. A member of our team will contact you as soon as possible.