MORS Treasury Management System
Front-Middle-Back
Real-time Treasury System for Banks
MORS Treasury Management System (TMS) offers comprehensive front-to-back office treasury management, integrating position keeping, analysis, risk management and trade processing.
MORS TMS provides real-time risk and P/L visibility across the entire bank. This enables banks to make optimal funding, hedging and risk management decisions inline with limits and continuously changing market conditions.
KEY FEATURES
- Deal capture directly in MORS or interfaced with deal execution platforms
- Position keeping for all types of Financial Assets and Liabilities
- Calculating, managing, monitoring and reporting in one system both for daily operations and regulatory reporting
- P/L decomposition by Curve, Spread, Basis, Currency, Price, Cash carry, Discount carry
- Risk analysis:
Interest Rate-. Liquidity-, Currency- and Counterparty Risk, i.e. both market and credit risk
- Payment cash flows for deal settlement reconciliation
- Deal workflow from front office to accounting
KEY BENEFITS
- Robust and highly automated deal workflow management
- Efficient and transparent position keeping and reporting
- Achieve compliance by full segregation of duties and audit trail
- Avoid risk silos
- Seamless and cost-efficient integration with MORS Asset Liability Manager and MORS Liquidity Risk Manager
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