MORS Add-on Modules
MORS LIMITS & ALERTS – offers an automated exposure and limit management system
MORS VAR – offers a Value at Risk (VaR) system
MORS COVERED BOND POOL – offers easy and holistic Covered Bond Pool construction, measurement, monitoring and stress testing
Like all MORS Add-On modules, MORS Limits & Alerts integrates seamlessly with other MORS modules, offering additional functionalities for Treasury, Liquidity Risk Management and ALM (Asset and Liability Management) in banks.
Limits & Alerts
MORS Limits & Alerts is an add-on module for all MORS users.
The proactive alerts of MORS Limits & Alerts are always on, saving time and manual effort by continuously monitoring and detecting deviations against set limits. MORS Limits & Alerts performs automated real-time controls for the bank to prevent unexpected losses.
MORS Limits & Alerts offers a real-time alerting and warning mechanism for business, control and management monitoring needs. MORS Limits & Alerts provides user subscribed alerts for different areas of responsibility. Even top management not using MORS in their daily routines can be informed of critical deviations via real-time e-mail or mobile messages generated by MORS Limits & Alerts.
VaR
MORS VaR is an add-on module for other MORS modules.
MORS VaR with its extremely fast Cuda-calculation engine enables ultimate scenario analysis for running the bank with maximum safety and minimised economic capital cost, through real-time capital and liquidity optimisation.
MORS VaR comprehensive Value at Risk engine offers full valuation, and both historical and Monte Carlo simulations together with back testing functionality. The MORS VaR solution is built and provided by Model IT, a close partner company of MORS Software. MORS VaR integrates seamlessly with MORS Treasury Manager, showing calculated VaR figures as part of the main reports. MORS VaR can also be used independently for further marginal and contribution risk analysis.
Covered Bond Pool
MORS Covered Bond Pool is an add-on module for other MORS modules.
All components of the Pool are included: individual loan assets, issued bonds, substitute collateral and hedges.
Easy to create a pool of Assets and to link it with certain Liability side funding.
Mortgage Banking handling and reporting directly from the system.
Fulfilling the regulatory requirements.