Brochure

Algo Risk Service for Asset Management - Algo Market Liquidity (LST) Add-on

The Market Liquidity Risk (LST) add-on of Algo Risk Service for Asset Management is an integrated set of analytics designed for risk managers, IT specialists and investment professionals. As part of their broader risk management process, these user groups can leverage this SS&C-hosted module to:

Investigate expected tradeable volumes across listed securities,
Run position-level scenarios on modelled liquidation costs vs time horizons,
Analyse pre-defined liquidation strategies at portfolio level.