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
    "Updating and mapping of data is quite simple and the autopopulation 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