Demystifying Liquidity Risk for Informed Decision Making
While institutions are routinely required to monitor the liquidity of their portfolios, recent market conditions have put a spotlight on the need for robust solutions to help investors efficiently manage their liquidity risk. It is, therefore imperative they understand the key liquidity metrics, model transaction costs and market depth to make better investment decisions and support liquidity risk management.
In this virtual event, MSCI experts discussed how MSCI’s solutions and best-in-class methodology are designed to help perform portfolio liquidity capacity checks and assess the underlying time horizon required for asset liquidation. They also explored the current liquidity environment, shared market insights, and reviewed how MSCI’s LiquidityMetrics can help manage liquidity risk from asset to portfolio views.
Key topics covered:
- Understanding key liquidity metrics
- MSCI solutions for Liquidity Risk Management
- Capabilities for Regulatory Reporting
Laszlo's research focuses on liquidity for regulatory, risk management and portfolio construction...
As part of Analytics Program Management, Jorge focuses on the development and management of Analytics Regulatory Solutions...
As Head of Analytics for the Americas, Howard leads business strategy development for MSCI's analytics product line across...