IMAS Lunchtime Talk Series: Liquidity Risk Management for Collective Investment Schemes

Multi‐asset class liquidity risk is a primary concern for investors and risk managers alike. The financial crisis in 2008 has shown how ineffective risk management can be when liquidity is overlooked; that is when models assume ample funding and low trading costs. Consequently, regulators have started to institute formal liquidity risk controls.

In this Talk, liquidity metrics and approaches for measuring, monitoring, and managing the liquidity of multi‐asset‐class portfolios will be discussed. Portfolio liquidity is the interplay between asset liquidity and liquidity commitments. Asset liquidity is in turn a trade‐off between transaction cost, order size and time horizon effects of a trading activity. This Talk will also attempt to bring traditional equity market impact models from the trading floor into risk management and across other asset classes.

So, join us and register your attendance now!

Date: 30 September 2015, Wednesday
Time: 11.45am to 2.00pm
Venue: Thomson Reuters Auditorium
One Raffles Quay
#28-01 North Tower
Singapore 048583
Registration Fee: Complimentary
Only IMAS members are allowed to attend

A light lunch will be provided at 11.45am. The Talk will start at 12.30pm sharp.

This Talk is exclusive to IMAS members only. If you would like to attend this IMAS Lunchtime Talk, please register with us at

Due to seating constraints, registrations will be on a first-come, first-served basissubject to three (03) registrations per company.

Please click here for the presentation slides.