AllianceBernstein Selects ICE Liquidity Indicators to Aid with Regulatory Compliance

Blog entry

AllianceBernstein (AB) has selected ICE Data Services’ ICE Liquidity Indicators service to help support its investment management, liquidity risk management and regulatory compliance obligations.

Market participants are addressing liquidity as a risk factor in the fixed income markets and seeking ways to comply with regulations such as SEC’s Liquidity Risk Management Rule, which in part took effect on December 1, 2018. ICE Liquidity Indicators offers a suite of solutions combining liquidity modeling techniques with user-defined inputs to simulate liquidation scenarios across millions of fixed income, equity, and derivative instruments. Offering a flexible user interface and multi-layered reporting services, the ICE Liquidity Indicators allows firms to make insights and take action across the security-level and the portfolio-level.

Michael Herskovitz, co-head of operations and technology at AllianceBernstein, comments: “As a global investment manager with $530bn in assets under management, it is critical that we take all appropriate factors into account when determining compliance with the SEC’s new Liquidity Rule. ICE’s solutions not only enable us to accurately comply with the rule, but will also enhance our ability to assess opportunities and risks that can impact our current portfolio of investments and our future decision-making process. ICE’s solutions for liquidity risk analysis offer us an increased level of transparency into the opaque fixed income markets.”