We are currently developing an advanced liquidity risk component as part of our margin calculation engine. This new feature is designed to provide deeper insights into how liquidity constraints can impact margin requirements and portfolio management.

The liquidity risk component will enable users to:

Assess the potential costs of unwinding positions in varying market conditions. Identify assets with higher liquidity risks to support more informed margin decisions. Factor in market depth, bid-ask spreads, and time-to-liquidate metrics for a comprehensive risk analysis.

This enhancement will seamlessly integrate with our existing VaR-based margin engine, offering a more holistic approach to risk management and further empowering your financial strategies.

Stay tuned for updates on this exciting development, and check back soon for its release. If you have suggestions or specific requirements for this feature, feel free to reach out to our support team. We value your input as we work to deliver tools that meet your needs.

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