Liquidity Management: the Right Call

Managing the liquidity of your holdings for the purposes of redemption, subscription and stress testing is a key aspect of investment management. Some mandates explicitly mention liquidity requirements while for others, such as a segregated account for a high net worth family, the investment manager would need to define the liquidity requirements for the account. Solution-based portfolios, such as global macro, thematic portfolios and non-benchmarked portfolios, include a great number of different asset classes and securities.

Join us for a webinar that will demonstrate Bloomberg’s full suite of liquidity management tools in the context of an active portfolio benchmarked to LIBOR that has a relatively small number of securities and includes futures, swaps and options.Discussion topics

• Estimate liquidation cost at a position level under current market conditions & stress scenarios
• Liquidity management of an individual security & sector comparison
• Liquidity management at the portfolio level
• Customisation & monitoring of the liquidity score
• Standardise the liquidity management of your portfolios