CPC G06Q 40/06 (2013.01) | 23 Claims |
1. A computer-implemented method for quantifying liquidity risk of a plurality of assets in at least one financial market, the method comprising:
accessing data associated with the plurality of assets for a time period;
determining, based at least in part on the accessed data, a plurality of determined liquidity indicators, wherein at least one determined liquidity indicator from the plurality of determined liquidity indicators corresponds to at least one asset from the plurality of assets and the plurality of determined liquidity indicators comprise an estimate of liquidity for the at least one asset;
generating, a plurality of quantified liquidity risk indicators based on a transformation of one or more of the plurality of determined liquidity indicators, wherein at least one quantified liquidity risk indicator from the plurality of quantified liquidity risk indicators corresponds to an asset from the plurality of assets in the at least one financial market and comprises a ratio of two determined liquidity indicators;
accessing additional data associated with the plurality of assets for an updated time period;
updating in real-time or based on a user-configurable time period a plurality of values of the plurality of quantified liquidity risk indicators using the additional data based on repeating the determining and the generating; and
displaying, via a graphical user interface, at least one quantified liquidity risk indicator from the plurality of quantified liquidity risk indicators.
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