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Liquidity Stress Testing: Modelling the unknown

COVID-19 has stressed the need to simulate its impact on liquidity, adding to the ever-growing list of challenges that asset, risk, and compliance managers face when monitoring the resiliency of investment funds. 

Times of high uncertainty

The time for implementing the latest liquidity stress testing guidelines is now. It is of utmost importance that the fund industry start learning from the recent COVID-19 shock and start promoting the modelling of the possible shift in market expectations and the associated liquidity crunch.

Download your free eGuide to learn:

  • Why current approaches to measuring liquidity risk fail to provide any indication for the most opaque and illiquid instruments
  • How COVID-19 stresses the need to simulate liquidity impact by looking at different magnitudes of shocks.
  • How Revolution is able to respond to evolving liquidity regulatory frameworks globally, across both assets and liabilities.