Asset managers today are faced with having to deal with a plethora of liquidity regulations. Most of the liquidity-related concerns in respect of Comprehensive Capital Analysis Review (CCAR) prescribed by the Federal Reserve Board, Solvency II, MiFID II – due to go live on 3 January 2018 – and liquidity coverage ratios under Basel III are essentially just rules from the regulator to adhere to.
This has required financial institutions to become more prescriptive in terms of improving their trade compliance frameworks and enhancing pre-trade analytics.
But the goalposts are moving.
Regulations such as the upcoming Investment Company Liquidity Risk Management Programs rule – known as SEC rule 22e-4 – place an actual requirement on the end user to estimate their liquidity.
So how to respond?
This is precisely what the Bloomberg Liquidity Risk Management Report aims to answer. Find out how institutions, including OppenheimerFunds, are responding to:
- Establish best practices
- Build robust liquidity risk management frameworks
- Monitor and measure liquidity
- Stress test liquidity in different markets
To download the report in full, please click here
