In the wake of Covid-19, corporates are reassessing their liquidity management strategies. To assist treasury managers in this endeavour, ICD and The Carfang Group have created a new quantitative model for assessing the risk/return relationships among money market instruments. Justin Brimfield, Chief Marketing Officer, ICD, and Anthony J. Carfang, Managing Director, The Carfang Group, explain how the model works and outline how it can be used to health check short-term investment portfolios and sense check investment policies.
Source: TMI
