Liquidity Stress Testing demo

What the demo shows

Tests fund redemptions against asset liquidity under UCITS, AIFMD and Rule 22e-4 for risk teams

A drain-down for each fund: the fund drawn as a tank of liquidity tiers draining day by day under a chosen scenario, with the liquidity floor, the edge of the highly liquid tier, swing pricing and the gate as lines, and the breach day circled; the agents' account of each day and their conclusion sit beside it, with the conversation close at hand. Seven agents design scenarios from the register and history, compute days to liquidate, add margin calls and the credit line, check each other and the rules, calibrate the liquidity tools, draft the packs and watch for early warnings between quarters. The analyst runs and prepares, the risk manager approves with a reason, and the Chief Risk Officer signs.

Transcript

1. 0:00Liquidity Stress Testing shows risk teams the day redemptions outrun what a fund can sell.
2. 0:09ESMA expects quarterly tests and from April 2026, two liquidity tools per fund.
3. 0:17Agents ran 1,452 tests overnight.
4. 0:22Global strategic bond, drawn as a tank, breaches.
5. 0:28The scenario agents test, the top three holders leave in a guilt shock.
6. 0:34Liquid assets run out on day 4.
7. 0:37The gate hits on day 5.
8. 0:41The checker agent challenges the sale order, citing the prospectus, ESMA, and rule 22 times 10 to the power of negative 4.
9. 0:52The tools agent proposes a 1.8% swing factor under the 2% cap.
10. 1:00Daniel prepared it. Amaran Wosu approves with a reason.
11. 1:06The PAC agent drafts the PAC.
12. 1:08The chief risk officer signs it.
13. 1:12Every scenario, run, and approval is cited, signed, and logged.
14. 1:19The aim, breach days found early and the PAC signed in a day.
15. 1:25Built on Botminds: agents, data, screens, and governance on one platform.

Transcribed from the film’s narration. Captions are on the player.