Liquidity

Enter e-mail to request brochure

Regulatory Reporting Market Risk Liquidity Capital Adequacy Margin Management & FTP Financial Planning Hedge Accounting Data 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