Active side – Calculation of the liquidity 

The liquidity ratio and liquidity costs of asset sales are assessed with the help of master data, reference spreads and expert knowledge.

The investment categories are classified by a rules and mapping engine. 

Passive side – Calculation of maximum outflows 

The outflow of funds is calculated using the extreme
value theory. 

Comprehensive Reporting 

The liquidity risk figures are calculated on the basis of assets and cash flows after the automated classification of the fund's positions into liquidity classes with defined reference spreads.

Added Value