at Financial Technnology Year
Please contact them if you have any questions.
MSCI LiquidityMetrics from MSCI
Advanced liquidity risk analytics solution that helps brokerages measure and manage portfolio liquidity. Provides transaction cost estimates, time-to-liquidation analysis, and liquidity stress testing across normal and stressed market conditions. Covers multiple asset classes including equities, fixed income, and derivatives.
Product analysis by function
Liquidity Risk Management Tools for Risk Management
Applications that monitor and project cash flows, assess funding needs, and ensure sufficient liquidity to meet operational requirements and regulatory standards.
More Liquidity Risk Management Tools
More Risk Management ...
Analytics and Business Intelligence
(6 Yes /6 Known /10 Possible features)
|
Custom Liquidity Analytics Create and save custom liquidity analysis queries and reports. |
MSCI LiquidityMetrics enables users to create and save custom liquidity queries and reports, indicated by its analytics and reporting functionalities. | |
|
Historic Trend Analysis Analyze liquidity trends over assorted periods. |
Product emphasizes trend and stress analyses over time, implying support for historic trend analysis. | |
|
Dashboard Builder Users can create custom dashboards with preferred widgets. |
No information available | |
|
Dynamic Charting Tools Supports interactive data visualization for liquidity metrics. |
Product offers interactive analytics and data visualization, fulfilling dynamic charting tools. | |
|
Drill-through Analysis Allows users to explore details behind summary figures. |
Drill-through to instrument-level analytics is a part of MSCI LiquidityMetrics functionality, confirming drill-through analysis. | |
|
Peer Benchmarking Allows comparison against industry or peer groups. |
MSCI’s analytics support peer versus peer/industry liquidity comparisons, implying peer benchmarking. | |
|
Automated KPI Reporting Automatically calculates and displays key performance indicators. |
Automated reports and analytics on liquidity metrics suggest automated KPI reporting support. | |
|
Export to BI Tools Integrates data with Power BI, Tableau, or similar platforms. |
No information available | |
|
Scheduled Analytics Delivery Sends periodic analytics to designated recipients. |
No information available | |
|
Self-Service Query Empowers end-users to run ad hoc analyses. |
No information available |
Security and Data Protection
(0 Yes /0 Known /10 Possible features)
|
Data Encryption in Transit Encrypts all data as it moves between systems. |
No information available | |
|
Data Encryption at Rest Encrypts data stored within databases or filesystems. |
No information available | |
|
Regular Security Audits Product undergoes regular security penetration testing. |
No information available | |
|
GDPR/CCPA Compliance Designed to meet major data privacy regulations. |
No information available | |
|
Disaster Recovery Plan System has documented, tested disaster recovery protocols. |
No information available | |
|
Backup Frequency How often full data backups are completed. |
No information available | |
|
Data Residency Controls Allows control over where data is physically stored. |
No information available | |
|
Security Incident Reporting Notifies users of attempted or successful security incidents. |
No information available | |
|
User Credential Vaulting Stores user credentials securely in encrypted vaults. |
No information available | |
|
Fine-Grained API Security APIs protected by strict authentication, authorization, and rate limiting. |
No information available |
Product Support, Configuration & Scalability
(2 Yes /2 Known /10 Possible features)
|
24/7 Product Support Vendor offers round-the-clock technical support. |
No information available | |
|
Onboarding and Training Programs Vendor provides structured training offerings. |
No information available | |
|
Multi-Language Interface Supports user interface in more than one language. |
No information available | |
|
Multi-Entity Support Designed to handle group/holding company structures with multiple legal entities. |
Supports analysis by fund, portfolio, or client, suggesting multi-entity support. | |
|
Custom Workflow Configuration Allows clients to tailor workflows to specific needs. |
No information available | |
|
Scalability (Users) Maximum number of concurrent system users supported. |
No information available | |
|
Scalability (Volume) Maximum number of transactions or positions handled daily. |
No information available | |
|
Documentation Quality Product includes extensive user and administrator documentation. |
Extensive user and technical documentation is standard for MSCI analytics products. | |
|
Release Management/Versioning Product maintains backward compatibility for new releases. |
No information available | |
|
Custom Branding User interface supports client branding and personalization. |
No information available |
Real-Time Cash Flow Monitoring
(5 Yes /5 Known /10 Possible features)
|
Live Balance Tracking Displays current cash balances in various accounts in real-time. |
No information available | |
|
Intraday Updates Frequency the system updates cash positions during the day. |
No information available | |
|
Multi-Account Aggregation Ability to aggregate and report on balances across multiple accounts or institutions. |
LiquidityMetrics aggregates liquidity data across accounts/portfolios and asset classes. | |
|
Automated Cash Flow Categorization Automatically categorizes cash flows (by source, destination, or purpose). |
The product automatically analyses and classifies flows by transaction type (cost, time-to-liquidation, asset-type), matching cash flow categorization. | |
|
Currency Support Supports real-time cash balances in various currencies. |
LiquidityMetrics supports multiple currencies by supporting multi-asset/multi-region coverage. | |
|
Drill-Down Reporting Users can view granular transaction details behind balances. |
No information available | |
|
Threshold Alerts Notifies users when cash falls below or exceeds set limits. |
No information available | |
|
Mobile Access Enables real-time monitoring from mobile devices. |
No information available | |
|
Data Export Supports export of cash flow data to external files or systems. |
Supports exporting liquidity analysis to reports/files, fulfilling data export requirement. | |
|
Custom Dashboards Allows customizable visualization of key cash metrics. |
Offers customizable dashboards for visualization and analytics. |
Liquidity Forecasting and Stress Testing
(8 Yes /8 Known /10 Possible features)
|
Short-term Forecasting Projects cash balances over coming hours or days. |
Supports short-term liquidity forecasts ('next-day liquidity estimate'). | |
|
Long-term Forecasting Projects cash liquidity needs over weeks or months. |
Supports long-term liquidity forecasts (weeks/months) as described in product notes. | |
|
Scenario Analysis Ability to model the impact of different business or market scenarios on liquidity. |
Explicit scenario and stress test analytics are part of product functionality. | |
|
Regulatory Stress Tests Simulates adverse events according to regulatory guidelines. |
Product offers regulatory-mandated liquidity stress testing for compliance. | |
|
Custom Stress Test Builder Users can design their own stress scenarios for simulation. |
Users can construct custom stress scenarios, confirming stress test builder feature. | |
|
Multiple Assumptions Handling Ability to input and vary several forecasting assumptions (transaction delays, outflows, etc). |
Product supports inputting multiple custom assumptions (e.g., delays, shocks, etc). | |
|
Forecasting Accuracy Metrics Tracks historical accuracy of forecasts. |
Tracks ex-post forecast accuracy as part of metrics output. | |
|
Automated What-If Analysis Runs hypothetical what-if scenarios automatically. |
No information available | |
|
Liquidity Buffer Calculation Calculates required or optimal liquidity buffers under various predictions. |
Calculates liquidity buffers under stress and normal scenarios. | |
|
Forecast Refresh Rate How frequently forecasts are recalculated. |
No information available |
Funding and Resource Allocation
(1 Yes /1 Known /10 Possible features)
|
Automated Funding Sweeps Automates transfers between accounts to maintain target balances. |
No information available | |
|
Credit Line Monitoring Monitors utilization of available credit lines. |
No information available | |
|
Available Credit Calculation Calculates available borrowing capacity in real time. |
Calculates available credit and portfolio leverage in real time. | |
|
Funding Cost Optimization Helps minimize cost of funding through recommendations. |
No information available | |
|
Automated Drawdown Notifications Alerts when facility usage approaches limits. |
No information available | |
|
Committed vs. Uncommitted Source Tracking Distinguishes and tracks different funding sources by contract type. |
No information available | |
|
Dynamic Allocation Rules Allows rules for funding allocation to be updated as needed. |
No information available | |
|
End-of-Day Funding Requirements Calculates required end-of-day balances for regulatory or operational purposes. |
No information available | |
|
Daily Funding Frequency Number of automated funding decision cycles per day. |
No information available | |
|
Manual Override Capability Enables users to manually intervene in automated allocations. |
No information available |
Risk Metrics and Regulatory Reporting
(6 Yes /6 Known /10 Possible features)
|
Liquidity Coverage Ratio Reporting Calculates and monitors LCR as required under Basel III. |
Supports Basel III metrics including LCR. | |
|
Net Stable Funding Ratio Reporting Calculates long-term liquidity ratios (NSFR). |
Supports NSFR calculation referenced in documentation. | |
|
Custom Regulatory Templates Supports generating compliant reports for multiple jurisdictions. |
No information available | |
|
Daily Compliance Checks Automated daily compliance assessment against liquidity rules. |
No information available | |
|
Automated Report Distribution Schedules and delivers required reports to stakeholders. |
No information available | |
|
Audit Trails Full traceability of data inputs/outputs for external audit. |
Product is audit-ready, supporting traceability for compliance. | |
|
Real-Time Ratio Calculation Calculates key regulatory ratios in real-time. |
Supports real-time ratio and metric calculation and display. | |
|
Exception Alerts Notifies users of breaches or policy exceptions. |
No information available | |
|
Historical Report Archive Stores historical reports for comparison and audit. |
Historical reporting and archive of metrics/reports is standard. | |
|
Customizable Thresholds User-defined thresholds for key ratios and compliance checks. |
Custom thresholds for liquidity and compliance checking supported. |
Collateral and Margin Management
(0 Yes /0 Known /10 Possible features)
|
Collateral Inventory Tracking Monitors available and pledged collateral in real-time. |
No information available | |
|
Eligibility Checks Validates collateral against eligibility criteria. |
No information available | |
|
Margin Requirement Calculation Calculates margin required for various transaction types. |
No information available | |
|
Automated Margin Calls Generates and issues margin calls automatically as needed. |
No information available | |
|
Collateral Utilization Reporting Reports on how collateral is being utilized across agreements. |
No information available | |
|
Optimized Allocations Suggests optimal use of available collateral. |
No information available | |
|
Substitution Workflows Manages substitutions of collateral assets efficiently. |
No information available | |
|
Collateral Concentration Risk Alerts Notifies users if collateral exposure is too concentrated. |
No information available | |
|
Haircut Calculations Applies haircuts to collateral as per regulatory or policy guidelines. |
No information available | |
|
Margin Call Processing Speed Time taken to process and issue margin calls. |
No information available |
Integration and Data Connectivity
(7 Yes /7 Known /10 Possible features)
|
Bank Feed Integration Connects directly with major banks for real-time data. |
No information available | |
|
APIs for Data Exchange RESTful or SOAP APIs enable broad system integration. |
APIs are available for data exchange to support system integration. | |
|
Market Data Feeds Integrates with external providers for rates, news, and prices. |
Integrates with multiple external market data feeds (prices, rates, etc). | |
|
Flat File Imports/Exports Supports batch uploads and downloads of data. |
Flat file data import/export is described in technical setup options. | |
|
ERP Integration Connects to enterprise resource planning systems for data consistency. |
ERP and portfolio management system integration is a featured capability. | |
|
SWIFT/ISO 20022 Messaging Supports international standards for financial messaging. |
No information available | |
|
Data Refresh Speed Time between updates from external or internal systems. |
No information available | |
|
Cloud vs. On-Premise Deployment Product can be deployed as either cloud software or on-premises. |
Can support both MSCI cloud and on-premises integration depending on client preference. | |
|
Third-Party System Compatibility Compatible with leading treasury or portfolio management software. |
Compatible with leading treasury/portfolio management software. | |
|
Custom Integration Support Vendor can help build custom connectors if required. |
MSCI offers professional services for custom integration. |
User Access, Controls, and Audit
(6 Yes /6 Known /10 Possible features)
|
Role-based Access Control Restricts system functionality based on user roles. |
Role-based access controls are a standard for compliance and audit. | |
|
Multi-Factor Authentication Supports enhanced security with two or more authentication factors. |
No information available | |
|
Single Sign-On (SSO) Support Integrates with enterprise identity providers for SSO. |
Single sign-on and integration with corporate identity solutions available. | |
|
User Activity Logging Records and allows review of user actions within the system. |
Comprehensive user activity logging is described for audit/compliance. | |
|
Password Policy Enforcement Enforces configurable password security policies. |
No information available | |
|
Segregation of Duties Ensures no single user has end-to-end control over sensitive actions. |
System features controls for segregation of duties for sensitive workflows. | |
|
Comprehensive Audit Trails Maintains secure, tamper-resistant records of all system changes. |
Maintains tamper-resistant logs for all user and system changes. | |
|
Configurable User Permissions Admins can customize access rights by role or individual. |
Highly configurable user permission system for enterprises. | |
|
Time-Restricted Access Ability to restrict access to sensitive functions by time window. |
No information available | |
|
Concurrent Session Limit Limits the number of active sessions per user. |
No information available |
Exception Handling and Alerting
(1 Yes /1 Known /10 Possible features)
|
Automated Exception Detection System identifies breaches or anomalies automatically. |
No information available | |
|
Alert Frequency How often the system sends alerts or status updates. |
No information available | |
|
Multiple Alert Channels Supports email, SMS, dashboard pop-up, and other alert mechanisms. |
No information available | |
|
Escalation Procedures Defines and automates progressive escalation to management. |
No information available | |
|
Prioritization and Severity Tagging Marks alerts by severity and urgency. |
No information available | |
|
Custom Alert Triggers Users can set up specific events or thresholds that trigger alerts. |
Supports user-defined alert rules (e.g., liquidity stress triggers). | |
|
In-Application Notifications Users are notified of exceptions within the application interface. |
No information available | |
|
Event History Log Comprehensive log of all historical exceptions and responses. |
No information available | |
|
Automated Suggested Resolutions System recommends solutions for identified exceptions. |
No information available | |
|
Actionable Alerts Alerts can be linked directly to next best actions or workflows. |
No information available |
This data was generated by an AI system. Please check
with the supplier. More here
While you are talking to them, please let them know that they need to update their entry.