Liquidity Studio
Configure assumptions, run institutional-grade stress scenarios, and quantify liquidity buffer performance with precision
Request a DemoConfigurable inputs
Sleeve allocations
Set liquid- and private-sleeve weights, with a buffer floor that triggers replenishment before the sleeve runs dry
Distribution J-curves
Cash-distribution timing by asset class: private equity ramps to a mid-life peak, credit pays a steady coupon, others stay flat — scaled to each strategy's age
Gate stacking
Quarterly redemption gates that carry unused capacity forward, so modeled redemption capacity stacks the way a real gate would
Feeder / master structures
Model a feeder-into-master structure, including the added notice period and sale haircut that redeeming through a feeder introduces
Evergreen and interval toggles
Switch a strategy between evergreen and interval / tender mechanics — continuous gates versus periodic offers with an annual cap
Contribution and withdrawal flows
Participant inflow and outflow assumptions, set separately for calm and stress markets
Customizable outputs
Deterministic stress testing
Buffer performance across preset and custom scenarios with fully traceable mechanics
Monte Carlo simulation
Thousands of market paths to size the buffer against tail outcomes, not just the base case
Buffer depletion timeline
Month-by-month buffer trajectory with tiered breach flags, so a sleeve-floor warning lands before any redemption goes unmet
Built for fiduciary scrutiny
Aligned to the proposed safe harbor
Liquidity analysis structured around the diligence a fiduciary needs to satisfy the DOL's proposed conditions for private markets in DC plans
Grounded in established practice
Methodology draws on the liquidity risk management framework registered funds have run under SEC Rule 22e-4