SEC 22e-4 Liquidity Rules
Best Practices and Recent Enhancements to LiquidityMetrics
US asset managers and their service companies are currently preparing for compliance with the upcoming SEC 22e-4 Liquidity rules, which go into effect in 2018. MSCI has been developing research on liquidity risk since 2010 and launched LiquidityMetrics 2013. Since then it has been adopted by large asset managers in the U.S. and Europe who use it for regulatory reporting and internal risk management.
Please join us for a webinar where we’ll examine challenges the industry is facing as a result of the rules, and the best practices our clients are adopting. We will also demonstrate how recent enhancements to LiquidityMetrics cope with the SEC requirements.
Using real examples of fixed income, equities or derivatives investments, we will demonstrate how MSCI’s liquidity risk analytics can serve as the foundation for an effective liquidity risk management program that aims to satisfy the rule.
- Use of Top Down vs. Bottom Up Liquidity Bucket Classification
- How to Solve for the ‘Significant Change in Market Value’ Assumption and Define the Trading Lot?
- Monitoring of Highly Liquid Minimum and 15% Illiquid Asset Limits
- Incorporation of the Liquidity Classification into the Investment Process
May 31, 2017
Time8:00 AM PDT (San Francisco)
11:00 AM EDT (New York)
4:00 PM BST (London)
5:00 PM CEST (Paris)
7:00 PM GST (Dubai)
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Vice President, Risk & Regulation Research | MSCIRead Bio »