MORS Liquidity Risk Manager

Forecasting and Steering for internal and external metrics

A real-time Liquidity Risk Management System for Banks 

MORS Liquidity Risk Manager enables Treasury, Liquidity and Risk Managers to manage, monitor and analyse liquidity risks in real-time. MORS Liquidity Risk Manager offers a detailed, deal level and transparent picture of the entire bank’s current and future liquidity positions.

MORS Liquidity Risk Manager allows users to forecast, stress test and optimise liquidity risks under an infinite amount of different scenarios. Any number of external and internal liquidity risk management metrics and scenarios can easily be configured in the system.

KEY FEATURES

  • Calculating, managing, monitoring and reporting of regulatory metrics:
  • Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Additional Liquidity Monitoring Metrics (ALMM)
  • Supports both international and national metrics through flexible set-ups and configurations for:
  • Supports both international and national metrics through flexible set-ups and configurations for:

    EBA, Basel and domestic FSA ratios

  • Calculating, managing, monitoring and reporting of internal metrics including:

    Survival horizon, Liquidity Maturity Gap, Mismatch calendar, Liquidity Ladder

  • Rule-engine functionality enables flexible set-ups and configurations
  • Forecasting and stress testing  of all internal and external metrics

KEY BENEFITS

  • Optimise your internal and regulatory liquidity risks in one real-time system
  • Achieve regulatory compliance (EBA, Basel and domestic FSA metrics)
  • Be prepared for the unexpected – short lead time to set-up and perform new liquidity stress scenarios
  • Maximise time available for analysis and decision making, minimise time spent managing data

INCLUDING SYSTEM-WIDE FUNCTIONALITIES

REAL-TIME: Analysis, calculations, forecasting and simulation.

DRILL-DOWN: Full drill-down to cash-flow and transaction level.

AUTOMATED DATA GATHERING: Gathering, reconciling and updating source data automatically.

FLEXIBLE REPORTING: Calculations and data can be sorted on any sublevel, such as legal entity, currency, business unit, portfolio.

EARLY WARNING INDICATORS with alerts, warnings and limits on different risk components

BCBS239 COMPLIANCE