MORS Treasury, Liquidity & ALM solutions

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Overview

MORS Treasury, Liquidity & ALM solutions are a complete set of real-time solutions for Treasury, Risk Management, Liquidity Management and ALM (Asset and Liability Management) in banks.

MORS Treasury, Liquidity & ALM solutions are based on intelligent and powerful in-memory analytics, offering real-time analysis and reporting throughout the entire bank, integrating both treasury and banking book sides of the bank.

Key Features

TREASURY MANAGER

MORS Treasury Manager is a front-to-back treasury solution including real-time risk management.

MORS Treasury Manager enables treasurers to make optimal funding, hedging and risk management decisions against limits and continuously changing market conditions.

 KEY FEATURES

• Deal capture (directly in MORS or interfaced with any deal execution platforms).

• Position keeping (all Asset and Liability classes, wide instrument coverage).

• Measurement, monitoring, managing, limiting and reporting by using one solution (from daily operations to regulatory reporting). • Multi risk scenario simulation (stress testing).

• Modularised structure (with full STP Treasury Solution functionality):

  • P/L decomposition (Curve, Spread, Basis, Ccy, Price, Cash carry, Discount carry).
  • Risk analysis (IRR, Liquidity, Ccy and C-party i.e. for both market and credit risk).
  • All analysis by any time period, business unit, portfolio, counterparty or contract.
  • Limit controls (pre-deal, real-time and after, for internal, external and regulatory purposes).
  • Payment transactions.
  • Accounting entries.

LIQUIDITY MANAGER

MORS Liquidity Manager is a real-time liquidity solution for financial institutions.  MORS Liquidity Manager enables users to analyse, monitor and manage liquidity in real time, including stress-testing of any external and internal liquidity metrics. 

KEY FEATURES

• Regulatory metrics: LCR and NSFR (EBA & Basel) are provided as default configuration, Additional Liquidity Monitoring Metrics are supported

• Domestic regulatory metrics are also delivered as default configuration, such as LCR defined by domestic FSA’s

• Rating agency metrics, such as BLAST & SFR

• Internal metrics: Survival horizons, Funding gap and mismatch calendars etc.

• Forecasting of all these scenarios is a standard functionality

• Regulatory reporting is supported

BALANCE SHEET MANAGER

MORS Balance Sheet Manager is a dynamic ALM and Balance Sheet Management solution for financial institutions.  MORS Balance Sheet Manager enables both static and dynamic models for analysing IRR and margins at cash-flow and transaction level with continuous oversight of profitability.

KEY FEATURES

• Interest rate risk management, including: Repricing Risk, Yield Curve Risk, Basis Risk and Option Risk

• Net Interest Income (NII) and Net Interest Margin (NIM): Analysis, Forecasting and Stress-testing

• Managing Interest Rate Risk in the Banking Book (IRRBB): All risk components can be expressed as Economic Value of Equity (EVE) and Earnings at Risk (EaR) numbers

• Capital and Financial planning

Key Benefits

MORS Treasury, Liquidity & ALM solutions enable bankers to make optimal funding, hedging and risk management decisions against limits and continuously changing market conditions.

MORS Treasury, Liquidity & ALM solutions aggregate transactions from existing core and trading solutions, offering a full and transparent picture of the entire bank for monitoring, managing and optimising the bank’s performance within all internal and external constraints.

Product/Service details

SOLUTION OR SERVICE TYPE