A Bloomberg Professional Services Offering

Content & Data Solutions

Portfolio Liquidity
Assessment (LQAP)
Bloomberg’s solution for Liquidity Assessment of Portfolios(LQAP) is driven by award-winning analytics and provides theability to quantitatively evaluate market liquidity across multiple
asset classes in normal and stressed market conditions. LQAP
integrates seamlessly with the Bloomberg Terminal® portfolio
functions (PRTU and AIM), allowing clients to setup their own
custom portfolios.

LQAP provides on-demand analysis and monitoringof your portfolio’s liquidity to enhance risk management
and investment processes, and supports global
regulatory classification and limit monitoring. With
one click, LQAP produces PDF dashboards for
management reporting, Excel reports for detailed
analysis, or Bloomberg Data License request files foreasy integration with Enterprise Data Feed.

LQAP <GO>

LQAP analytics

Global coverage

LQAP reporting• Analyze cost and time to meet
redemption scenarios• Government and agency bonds• PDF Dashboard• Corporate bonds• Position-level Excel export• Evaluate and monitor aggregate
portfolio liquidity metrics• Municipal bonds• Regulatory classifications:
SEC 22e4 and AIMFD• Customize assumptions for stresstesting and scenario analysis• Secondary market loans• Global equities and ETFs

• Liquidation time horizon• Preferred stock•	Time to cash(net of settlement period)• Offer pre-configured views tofacilitate regulatory risk reporting• Provide fund look-through for ETFs

• Structured Products (ABS/MBS)• TBA Securities• Listed equity derivatives•	Transaction cost acrossmultiple redemption sizesand horizons

Liquidity

Managing liquidity risk within a portfolio in less transparent markets is challenging. Obtaining a clear, unbiased view of thetime and cost of liquidation allows proactive alignment of your positions’ liquidity profile — ultimately enhancing your ability
to preserve alpha.

LQAP <GO> PDF Dashboard

Evaluate market liquidity across your business

Bloomberg liquidity solution

Clear understanding of market liquidity exposure is a key
component of a robust enterprise risk management framework.
LQA provides insight into the liquidity of your portfolio and theanalytics to intelligently navigate market liquidity risk.

• LQA <GO> provides single security liquidity analytics,transparency and documentation on the Bloomberg Terminal®

Bloomberg’s data-driven approach to measure liquidity provides
reliable and consistent enterprise-wide analytics to facilitate:• Regulatory reporting• LQA enterprise data solutions feed risk and reporting 		
applications via Enterprise Data-Feed, BLP API, andcustom Excel functions• Integration with Bloomberg Terminal

Bloomberg for enterprise• Redemption and subscription analysis• Stress testing and scenario analysis• Monitoring of liquidity risk limits• Relative liquidity comparison across portfolios• Early warning indicators• Portfolio construction and optimization• Transaction cost analysis• Independent corporate governance• Liquidity disclosure for investor relations

To succeed today, financial institutions must respond to challenges
that are not addressed by traditional approaches. They require
world-class solutions that integrate people, processes, informationand technology for the front office, middle office and operations.
Bloomberg partners with these institutions to protect and capitalize
on data, manage risk, deliver transparency and control costs.
Through enterprise-level expertise and three decades of deepindustry experience, Bloomberg creates real value through theuse of innovative technology that turns data into a strategic asset.

Learn more
Learn more about how we can help your firm automate its data needs.
Visit bloomberg.com/liquidity or reach us at eprise@bloomberg.net.

Take the next step.

Beijing+86 10 6649 7500

Hong Kong+852 2977 6000

New York+1 212 318 2000

Singapore+65 6212 1000

For additional information,press the <HELP> key twiceon the Bloomberg Terminal®.

Dubai+971 4 364 1000

London+44 20 7330 7500

San Francisco+1 415 912 2960

Sydney+61 2 9777 8600

Frankfurt+49 69 9204 1210

Mumbai+91 22 6120 3600

São Paulo+55 11 2395 9000

Tokyo+81 3 3201 8900

bloomberg.com/liquidity

The data included in these materials are for illustrative purposes only. ©2019 Bloomberg DIG 576069 0819