Liquidity Risk Management solution

Create a vendor selection project & run comparison reports
Click to express your interest in this report
Indication of coverage against your requirements
A subscription is required to activate this feature. Contact us for more info.
Celent have reviewed this profile and believe it to be accurate.

Overview

Liquidity risk management and regulatory compliance are at the forefront of challenges facing financial institutions (FIs). The pressure of increased regulatory oversight, the changing nature of funding markets, the need to manage huge volumes of daily, monthly and quarterly average liquidity data and the burden to report correctly and more frequently — all these factors are forcing FIs to rethink their approach to meeting these challenges.

At the core sits the FR 2052a requirement. An FI’s FR 2052a data and outputs not only produce the liquidity coverage ratio (LCR), but directly relate to satisfying other Pillar II and III liquidity requirements such as the Federal Reserve’s LCR Public Disclosure rule, FR Y-15G and Reg. YY liquidity stress testing (LST). And, more regulatory requirements are coming. The net stable funding ratio (NSFR) draft rule will become a regulatory filing and intraday reporting looms.

Reusing data for multiple regulatory requirements creates operational efficiencies and positions the FI to adapt to regulatory changes and withstand scrutiny. Trusted liquidity data enables informative analytics and provides the FI with a unified view of its entire liquidity landscape. To successfully meet these challenges and position for change, FIs must make their vast liquidity data work harder and more efficiently.

Key Features

  • Runs on as-is client source data
  • User-controlled mapping of source data
  • User-defined list classifications categories and naming
  • User-defined stress parameters
  • Visual work flow provides user=defined actions and sequence of processes
  • Architecture preserves historical process and data lineage
  • Unlimited scenarious

Key Benefits

  • Reusable results for downstream analytics.
  • Improved operating efficiency.
  • Improved controls.
  • Traceability to methods, parameters and source data.
  • Source liquidity data once. Use many ways.

Media

Brochures

Product/Service details