Uploaded byMaryam Hidayatallah CPFA,MIPA,MA,CICA
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LIQUIDITY RISK MODEL
This document outlines the investment classes, portfolio allocations, liquidity profiles, and cash flow projections for three investment funds. The Fixed Income fund allocates 75% to bonds and minimum 25% to cash. The Equity fund allocates up to 100% to equities and minimum 0% to cash. The Intolerable Risk fund aims to de-risk the portfolio with a 30% allocation to equities and treasury bills, and 70% maximum allocation to equities.
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LIQUIDITY RISK MODEL
- 1. INVESTMENT CLASS PORTFOLIO LIQUIDITY PROFILE CASH FLOW PROJECTIONS FIXED INCOME FUNDS BONDS INVESTMENT CAP. 75% CASH MIN. 25% < 25% CASH TREASURY BILLS INVSTMENT CAP 75% EQUITY FUNDS EQUITY SCRIPS INVESTMENT CAP 100% CASH MIN. 0% < 70% EQUITY INVESTMENT TREASURY BILLS INVESTMENT CAP 30% INTOLERABLE RISK PROFILE DE RISKING ©PurpleShutterbug