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How to control liquidity risks during volatile times

Jean-Philippe Blua explains how the firm’s tools alerted the asset manager to precarious portfolio positions

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Elena Johansson

In this video, Jean-Philippe Blua, head of investment risk at BlueBay Asset Management, presents the firm’s liquidity risk tools and explains how they were applied during the market turmoil in March.

Blua also explains the scope of what the tools can manage and when they reach their limits.

BlueBay Asset Management has a quantitative and qualitative approach to dealing with liquidity risks and seeks to identify these before they materialise.