SEC puts Liquidity Estimation Back in Focus

Liquidity back in focus

As part of the SEC investment company reporting modernization rules published in October 2016, all open-ended US mutual funds and ETFs will be required to implement liquidity risk...

Read More

The challenge of stress-testing liquidity risk

The liquidity risk paradox, inspired by the FT

David Oakley highlighted in the Financial Times (13th March) how top investment groups are shock-testing their bond portfolios for the increased liquidity risk...

Read More

StatPro Revolution Update - August 2013

The August release of StatPro Revolution includes some exciting features and functions from a new liquidity risk dashboard to the inclusion of the UK and US Freedom Indexes for all StatPro Revolution users. 

Read More

CAP Gets Dirty – Pricing, That Is

Some of you may have seen the news late last week that StatPro has launched several new features as part of its Complex Asset Pricing (CAP) service.

Read More

Liquidity Risk

Back in mid 2007, when the credit crisis first started to unleash its trail of wreckage, everyone was using risk models that focused on market risks.

Read More

Recent Posts