MORS Surveys

Insightful Research

The development of practises and systems is underway in banks as the regulatory pressure gets clearer and the reporting deadlines closer.

MORS is interested in finding out and monitoring how financial institutions undertake and make progress with the impending projects for establishing internal practises and compliance with regulations.

ALM Survey Reports

MORS launched 1st ALM Survey during spring 2021 as a means of gaining an understanding of financial institutions globally, at a time when ALM, Balance Sheet Management, Financial Planning, and integrated Stress Testing alike had been experiencing exceptional challenges.

The 2022 Survey on ALM was open until the end of March 2022. The full survey report was published on 11th May 2022 and can be downloaded here.

 

ALM Survey Report 2022
In reading the report you will gain an understanding of what banks banks thought were the greatest challenges in ALM faced by banks in 2021 and what they expect to be the biggest challenges in ALM expected in 2022. You will also learn which regulatory metrics represented the banks’ main constraints in 2021 and which ones banks expect to be their main constraints for the next 12 months.
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ALM Survey Report 2021
The MORS 2021 ALM Report highlights key actions taken by financial institutions to address the changing market conditions of 2020 and pinpoints where those actions may have been restricted by inadequate tooling.
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Liquidity Risk Management Survey Reports

The development of liquidity risk management practises and systems is underway in banks as the regulatory pressure gets clearer and the reporting deadlines closer.

MORS follows how the industry is preparing for the liquidity regulations and has conducted Annual Liquidity Risk Management surveys in seven consecutive years to find out how the industry is preparing for the coming regulations.

The 2020 Survey on Liquidity Risk Management was open until 7 August 2020. The full survey report was published 8th  October 2020 and can be downloaded here.

Liquidity Risk Management Survey Report 2020

Including 10-year trend summary

63 banks participated from across the UK, Continental Europe, Asia, Africa and America.
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Liquidity Risk Management Survey Report 2019

Signs of Integration

Sixty-nine (65) banks participated from across the UK, Continental Europe, Asia, Africa and America.
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Liquidity Risk Management Survey Report 2018

Status Quo

Sixty-one (61) banks participated from across the UK, Continental Europe, Asia, Africa, the Middle East and North America.
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Liquidity Risk Management Survey Report 2017

Continued improvement

Eighty-nine (89) banks participated from across the UK, Continental Europe, Asia, Africa, the Middle East and North America.
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Interest Rate Risk Management Survey Reports

Banks are preparing for Interest Rate Risk in the Banking Book (IRRBB) requirements. The new Interest Rate Risk (IRR) Management Survey follows up on how the preparations are progressing.

MORS is interested in finding out and monitoring how financial institutions undertake and make progress with impending projects for establishing internal practices and compliance with regulations. To complement the annual Liquidity Risk Management Surveys, MORS launched the Interest Rate Risk Management Survey in January 2017 to capture a more holistic picture of risk management trends within banks.

The Interest Rate Risk Survey explores the priorities and drivers for IRR management in banks, and finds out about banks’ readiness to meet the IRRBB regulatory requirements. The survey also examines the capability of measurement and monitoring of interdependency between risks in banks.

The 2020 Survey on Interest Rate Risk Management (IRR) was open until 14 February 2020. The full survey report was published 23rd April April 2020 and can be downloaded here.

Interest Rate Risk Management Survey Report 2020

Summary from the last four years – Regulatory driven IRR measures have spread wider

72 banks participated from across the UK, Continental Europe, Asia, Africa and North America.
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Interest Rate Risk Management Survey Report 2019

Challenging to be compliant

86 banks participated from across the UK, Continental Europe, Asia, Africa and America.
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Interest Rate Risk Management Survey Report 2018

Feel the pressure

67 banks participated from across the UK, Continental Europe, Asia, Africa and North America.
Interest Rate Risk Management Survey Report 2017

Towards a wider view

69 banks participated from across the UK, Continental Europe, Asia, Africa and North America.