Regulatory Liquidity Risk

To address the additional regulatory requirements of Basel III, the system includes a comprehensive yet extensive stress-testing framework, from which the new liquidity ratios, namely the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) may be easily generated.

Main Features

Evaluation and Reporting of Basel III liquidity reports

  • Calculation of Liquidity Coverage Ratio (LCR)
  • Calculation of Net Stable Funding Ratio (NSFR)
  • Support for multiple national regulatory guidelines
  • Support for What if/ Stress Liquidity scenarios
  • Liquidity Risk Reporting according to Common Reporting Standards (COREP)