Revolution offers a comprehensive liquidity risk solution providing risk managers with a single platform to navigate and meet these varied requirements. The platform combines both quantitative and qualitative approaches to create a flexible but accurate representation of how the market handles liquidity. Our solution aims to reflect the traditional three dimensions of liquidity – costs, time, volumes – together with the capability of simulating liquidation strategies and monitoring redemptions coverage and help users meet the new regulatory requirements.

Key Features

  • Daily monitoring of liquidity across different market conditions and a vast array of asset types (350+ pricing functions).
  • Days to liquidate, relative liquidity scores, time to liquidate buckets allocation, simulation impact on liquidity profile, redemption scenarios analysis, redemption coverage ratios and liquidity shortfalls.
  • Integrated with Unity NXT Regulatory Reporting®  for use across applicable regulatory disclosures

WATCH: On Wednesday, 27th May, Confluence thought leaders discussed Liquidity Stress Testing at TSAM Digital: London.

 

Resources

Article-full-liquidity-stress-testing-CUTOFF

 

Article-full-esma-money-market-fund-regulation

 

factsheet-thumbnail-full-liquidity-stress-testing