RATIOS – How Holistic real-time approach for Treasury, Risk, Liquidity and ALM helps?

This webinar is the third in a series of MORS Software webinars on “Holistic approach for Treasury and ALM”.

Producing and monitoring internal and external key ratios for liquidity and IRR are vital for treasury and ALM. The webinar looks at how ratios are calculated automatically and effectively from the same data used for managing Treasury, Risk, Liquidity and ALM in an integrated treasury system. The webinar shows how ratios can be stress-tested and forecasted to help optimise liquidity and to test different interest rate risk outcomes under an infinite amount of different scenarios while ensuring regulatory compliance. Forecasting of liquidity metrics and interest rate risk scenarios are key capabilities for dynamic management and steering of financial planning and ALM.

The ratios looked at in the webinar are Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Internal metrics (Survival horizon, mismatch calendars etc.) and Interest Rate Risk in the Banking Book (IRRBB) analysis. The metrics can be easily configured in any external and internal variations.

In the webinar, Mika Mustakallio and Jari Ojanen discuss the above and demonstrate how ratios and scenarios are flexibly configured and monitored with MORS solutions.

 

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Category
Webinars
Date
15 December 2016
Venue
online