Please click on the below links for details of the HighWire Liquidity Module specifications.
Module Overview
- Liquidity Module Overview
- Approach to settlement timeframes
- Calculations technical
- Liquidity Limit Monitoring Rules
- Asset and Liability Monitoring
- Fund Level Risk Assessments
Calculations - Detail
- Liquidity calculations – traded volume basis
- Liquidity calculations – fixed income basis
- Liquidity calculations – funds invested into basis
- Liquidity calculations – contractual basis
Stress Testing Detail
- Liquidity stress testing – deterioration in asset liquidity
- Liquidity stress testing – fund size increasing by 25 percent
- Liquidity stress testing – ability to meet redemptions on a pro rata’s basis