As the debate over the SEC rule 22e-4 continues, one fact remains constant: for mutual fund managers and ETF sponsors, prudent liquidity risk management practices are critical to fulfilling their fiduciary responsibility. Whether the rule is altered or delayed, firms will ultimately need to revisit these practices and their compliance programs. Compliance requires robust data and valuation coverage as well as a strong multi-asset class risk framework and reporting capabilities.
Join Carlo Acerbi, Managing Director of Risk and Regulation Research at MSCI, and Dan Huscher, Executive Director of Fixed Income Pricing Product Development at IHS Markit, who will discuss how the latest industry developments may impact the implementation of SEC rule 22e-4 and the role data and analytics play in establishing a liquidity risk management program.
- Practical Guidance for Establishing a Liquidity Risk Management Program
- IHS Markit’s Approach to Gathering Data on Thinly-traded Instruments
- Overview of MSCI LiquidityMetrics Multi-asset Class Liquidity Risk Management Framework
7:00AM PST (San Francisco)
10:00AM EST (New York)
3:00PM GMT (London)
4:00PM CET (Paris)
7:00PM GST (London)
10:00AM PST (San Francisco)
1:00PM EST (New York)
6:00PM GMT (London)
7:00PM CET (Paris)