MORS Software 2017 Liquidity Risk Management Survey Report published


MORS Software today published the results of its 7th Annual Liquidity Risk Management Survey. The survey results underline the continued importance of intra-day liquidity risk management in banks, indicating that development of intra-day liquidity risk management is still ongoing.

The survey found that achieving regulatory compliance and the need for internal steering remain the main drivers in banks for developing intra-day liquidity risk management.

The survey was carried out between May and July 2017, with eighty-nine banking professionals participating from thirty-three countries across the UK, Continental Europe, Asia, the Middle East and North America.

This year, the 2017 survey touched, in more detail, upon how frequently banks are able to calculate and produce, e.g., Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), and also examined banks’ ability to forecast ratios. Furthermore, the survey probed into whether banks are able to measure the interaction of liquidity ratios with, for example, interest rate risk and credit risk.

“The 2017 survey findings both confirm the trends from our previous surveys and offer us new insights in liquidity risk management in banks,” said Mika Mustakallio, MORS Software CEO. “The regulatory demands guide banks to have a better preparedness for liquidity risk management in intra-day, and we follow the development with keen interest. We consider the ability to monitor, steer and forecast liquidity ratios in intra-day to be a great benefit for banks’ business performance and planning. Likewise, we see it as a significant competitive advantage for banks to have a holistic overview of liquidity risk and interest rate risk, with evaluation of the effects of one on the other simultaneously.”

To receive a copy of the full survey report, please contact us.




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