Report

Liquidity Stress Testing for Market Risk Management

Download this research report to find out more about a market liquidity risk modeling approach aimed at CROs and risk management specialists supporting their front-office users. The suggested methodology combines external data points and in-house transformation steps. It is consistent with the SS&C Algorithmics' "Mark-To-Future" approach and uses the same market risk architecture and overall workflow to populate interactive market liquidity risk dashboards.