Credit and Liquidity Risk

The Centerprise EP Credit and Liquidity Risk module allows fund managers and risk officers to monitor risks associated with brokers and trading counterparties, as well as those associated with investments in illiquid/less liquid instruments.

Key features:

  • Current and historic reporting of prime broker and ISDA party credit risk
  • Various broker exposure reports on cash balances and financing
  • Position liquidation horizon and liquidation cost scenarios reports and charts
  • Remaining position analysis based on days to liquidate for each holding