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Best Practices: Post-pandemic Review of Funds’ Liquidity Risk Management Programs

Global regulators are looking to improve fund liquidity requirements as part of the post pandemic review and recent market volatility. They are seeking to strengthen buy-side liquidity management programs to help boost transparency and bolster sector resilience. The areas of focus are common across several jurisdictions such as liquidity stress testing, liquidity classification, and liquidity management tools.

We recently hosted a webinar where experts from ICE and FactSet discussed the proposed changes and their impact globally.

Speakers

  • David Scalzetti, Senior Director, Regulatory Products & Strategy, ICE
  • James Egginton, Vice President, Regional Director EMEA, Multi Asset Class Risk at FactSet

Topics

  • Overview of the liquidity requirements by asset management regulators
  • Emerging liquidity best practices post pandemic
  • Variation in liquidity risk management approaches between US and EU funds

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Fund liquidity scrutinized by global regulators

In ICE's opinion, historical simulations and stress testing are the best ways to assess liquidity in the wake of the pandemic and recent market volatility.

Beneath the surface: Visibility is only as good as your data

Financial market upheaval is typically accompanied by higher volatility and reduced liquidity. Astute risk management relies on efficient analysis of information.

ICE Liquidity Indicators

The ICE Liquidity Indicators service provides an independent, near-term view of relative liquidity.