Liquidity Risk Solution
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This feature is upgradeable
For Users
You can activate this feature with a VendorMatch Premium subscription.
Please click here for more information on Premium services
For Vendors
Vendors can upgrade to VendorMatch PRO
Please click here for more information
Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
Survey Summary
The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
To learn more about subscribing to our service options, please contact us here
This feature is upgradeable
For Users
You can activate this feature with a VendorMatch Premium subscription.
Please click here for more information on Premium services
For Vendors
Vendors can upgrade to VendorMatch PRO
Please click here for more information
Ask an Analyst
Ask an analyst is the ability to communicate with one of our analysts about this vendor, system or genre of solution.
Survey Summary
The Survey Summary provides a full download of the vendor profile, the solution profile and all survey response information uploaded by the vendor in connection with their VendorMatch directory listing. Note that the directory listing requires only check box responses where the RFX response is more comprehensive.
To learn more about subscribing to our service options, please contact us here
Overview
An enterprise risk framework designed to help clients quantify and monitor key liquidity risk measures
The global financial crisis highlighted the importance of liquidity in functioning financial markets. Effective risk management strategies must address the major issues that compromised firms during the drawdown. Liquidity should not be viewed as a short-term operational issue, but as a central component of long-term business strategies. Quantifi provides an enterprise risk management platform that incorporates reporting, scenario modeling, data management and analytics.
Key Features
Cross-Asset - Advanced models (fixed income, rates, FX, credit, equities & commodities) trusted by 5 of the 6 top global investment banks
Cash Flow Projection - Projection of cashflows over the life of the portfolio. User configurable cash ladder and cashflow reporting
Stress Testing - Projection of cashflows and ALM analysis under stressed conditions
Asset Liability Management - Full support for liquidity analysis for effective asset liability management
Risk Analysis & Reporting - Segment and tag positions based on the liquidity in corresponding markets
Close Out Modelling - Modelling of close out period based on liquidity of financial instruments
Liquidity Valuation Adjustment - Support for funding and liquidity adjustments to derivative valuations
Basel lll - Support for Basel lll liquidity risk calculations like HQLA, LCR and NSFR
Key Benefits
- Integrated liquidity and market risk stress scenarios
- Calculate and report liquidity risk at different levels of aggregation
- Measure impact of funding costs on profit and solvency
- Full transparency and control for all model inputs, methodologies, data, and results
- Ground breaking performance using multi-core technology and numerical optimisation
- Fully integrated with data vendors for seamless data management
- Intuitive to use
- Execptional training and support