Liquidity Risk Management Monitoring Resources
``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.