FactSet Integrates ICE Liquidity Indicators into its Portfolio Analytics Offering
ICE Liquidity Indicators, part of Intercontinental Exchange (NYSE: ICE), provides market participants with an independent assessment of liquidity risk across multiple asset classes. By using a transparent methodology, the tool assigns a liquidity score to individual securities and provides metrics, such as estimates of future trade volume capacity, projected price volatility, projected days to liquidate and projected market price impact, among others.
“Leveraging ICE Liquidity Indicators through FactSet provides portfolio-specific liquidity analytics and helps the team at Jupiter provide enhanced liquidity risk management on behalf of our clients,” said
“Liquidity risk management has grown increasingly critical over the past year,” said
“A growing number of investment managers want to easily quantify their liquidity risk across normal and stressed conditions and Liquidity Indicators gives them a solution to do that,”
Regulators across the world continue to raise the bar when it comes to managing liquidity risks and ensuring that market participants can meet client redemption requirements. ICE Liquidity Indicators helps clients fulfil these responsibilities and currently tracks approximately 4.6 million instruments, covering nearly all asset classes (calculated as a percentage of
For more information about FactSet’s risk and liquidity solutions, please visit www.factset.com/risk-analytics. For more information about ICE Liquidity Indicators, please visit https://www.theice.com/market-data/pricing-and-analytics/analytics/liquidity.
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