Implementing ESMA’s liquidity stress testing requirements

European asset managers and their service companies are currently preparing for compliance with the liquidity stress testing requirements for AIFMD and UCITS funds, going into effect September 2020.

MSCI and IHS Markit offers a solution that pairs industry-leading analytics capabilities and data. This solution has been broadly adopted by asset managers in the U.S. and Europe for regulatory reporting and internal risk management. 

Please listen to the recorded webinar below in which Laszlo Hollo, Vice President, Risk Management and Liquidity Core Research, MSCI, provided examples on liquidity risk stress testing in the context of the upcoming rules and Nathan Kirk, Executive Director, Fixed Income Strategy, IHS Markit, presented on the depth and quality of trade and quote data powering LiquidityMetrics.