MORS Blog

Asset and liability management in banks – common challenges and how to overcome them

What is asset and liability management? Asset and liability management, also known as Asset Liability Management (or just ALM), is managing the maturity and interest rate risk mismatch, between a bank’s assets and liabilities. This mismatch, often referred to as maturity transformation causes both interest rate risk and liquidity risk for banks. The risks are […]

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ECB report on banks’ ICAAP practices

Earlier in August, the ECB / SSM (Single Supervisory Mechanism) published a report on banks’ ICAAP practices. The report summarises the results of the analysis conducted by the ECB / SSM, based on a sample of 2019 ICAAP submissions.

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MORS Software has been awarded a Gold Medal by SoftwareReviews in Its 2020 Banking Risk Management Data Quadrant Report

SoftwareReviews, a division of Info-Tech Research Group Inc., a world-class IT research and advisory firm, recently executed a Banking Risk Management Data Quadrant Report. The Data Quadrant evaluates and ranks products based on user review data from IT and business professionals across the banking industry.

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Thank you MORS customers! Thank you MORS team!

The lockdown has now continued uninterrupted for ten weeks. During this unique and unusual period, we have not met physically with our customers nor our colleagues in the MORS team.

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MORS implementation approach

Treasury ALM system implementations can be challenging. With many years of experience, a great track record and a modern architecture, we are confident we have the skills, abilities and resources to implement MORS, on time and below budget. To prove this, we offer test driving MORS, through a Proof of Concept (PoC) or a Proof of Delivery (PoD).

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What are the essentials – Part II – HOW should an ALM system work

Continuing from the previous video WHAT, this time we compiled a list of the absolute essentials, in terms of HOW should an ALM system work.

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What are the essentials – what must an ALM system do for you?

As markets are hit by the unprecedented level of volatility, we compiled a list of the absolute essentials, in terms of what an ALM system should do.

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The importance of “What if” scenario analysis in Asset Liability Management (ALM)

At MORS Software, we are strong promoters of “what if” scenario analysis within Asset Liability Management (ALM). Given the unprecedented market conditions, analysis of historical data alone is unlikely to produce the best estimates and forecasts for banks on their key ratios.

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High performance in-memory computing technology

The pressure to speed up the calculation of risk measures is continuously increasing. For example, BCBS 239 (Principles for Effective Risk Data Aggregation and Risk Reporting from 2013) already set the expectations for consolidation, drill-down and forecasting capabilities. The key functionalities required for scenario analysis and stress testing are timeliness, completeness, adaptability and accuracy.

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Managing Liquidity Risk in intra-day

The financial crises have changed the role and the importance of liquidity risk management in banks. The crises have showed how analysis of traditional liquidity metrics at month-end, or even at end-of-day, cannot provide sufficient and up-to-date information for decision making to meet the challenges caused by rapid daily, and intra-day changes of the market conditions.

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