UCITS 2022 webinar series - UCITS Liquidity Risk Management

from a proper assessment to the implementation of mitigation techniques

Arendt Seminar

Oct 4, 2022
1:00 PM


Oct 4, 2022
1:45 PM

The fifth episode of our UCITS 2022 webinar series will combine regulatory insight with a practical approach in order to address different aspects of UCITS liquidity risk management – from performing proper assessments to implementing mitigation techniques.

The speakers will discuss the liquidity risk assessment for both the asset and the liability sides, including practical examples. They will emphasise how stress tests should be integrated into the UCITS liquidity risk management framework, in line with ESMA Guidelines.

Finally, the speakers will review the risk mitigation techniques that investment fund managers can implement using liquidity management tools (LMTs), with a particular focus on side pocketing as prescribed by the CSSF early this year in the wake of the Ukraine-Russia crisis. 



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