MSCI and IHS Markit: Liquidity Risk Management in Canada
An effective solution to address the new Canadian Security Administrators (CSA) guidance
Please join us for an insightful webinar in which Laszlo Hollo, Vice President, Risk Management and Liquidity Core Research, MSCI will review the CSA guidance and introduce how MSCI LiquidityMetrics can support adherence to the guidelines. Christopher Fenske, Head of Fixed Income Research, Americas, IHS Markit will provide a market update and an overview on the depth and quality of trade and quote data powering MSCI LiquidityMetrics.
In 2017, MSCI and IHS Markit partnered to offer MSCI LiquidityMetrics, a solution that pairs industry-leading analytics capabilities and data. The solution has been broadly adopted for regulatory reporting and internal risk management by asset managers across the U.S. and Europe where similar liquidity regulations or guidelines have already been introduced.
- Overview of the CSA guidance on Liquidity Risk Management
- Impact of COVID-19 on Liquidity in the Canadian Fixed Income and Equity markets
- Using MSCI LiquidityMetrics to maintain an effective Liquidity Risk Management Framework
- The need for high quality trade and quote data to quantify liquidity risk
Nov 24, 2020
12:00 p.m. EST