Liquidity

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    Regulatory ReportingMarket RiskLiquidityCapital AdequacyMargin Management & FTPFinancial PlanningHedge AccountingData Platform

    Overview

    The ALMIS® Liquidity module enables evaluation of and extensive reporting on liquidity risk generally, including highly configurable liquidity stress functionality covering a wide range of risk factors to build stress scenarios.

    Features

    • Extensive liquidity reporting including user-friendly standard reports based upon key regulatory returns (eg cashflow mismatch report)
    • Configurable liquidity stress functionality
    • Run from any balance sheet portfolio, past present or future
    • Configurable stress periods
    • Build and save detailed stress scenarios making settings and assumptions
    • Wide variety of assumptions across pipeline, loans, funding etc
    • Functionality enabling retail withdrawal assumptions reflecting LCR
    • Unlimited number of stresses
    • Multiple stresses run simultaneously
    • Daily, weekly and other cashflow reports through the stress period
    • Reverse stress testing
    • Survival days reporting
    • Autopopulation of various regulatory returns eg ALMMs, LCR, NSFR and PRA 110
    "Using the same data for ALM outputs and the auto-population of regulatory returns is efficient"
    Director of Finance and Control
    "The reports we produce using the ALMIS® ALM functionality provide invaluable insight on our balance sheet"
    Robin Collett, Financial Controller