MORS Solution
Depending on your priorities, MORS solution and its modules are packaged to meet the following needs
MORS is based on an atomic architecture centred around a common core of contract level data and common services. All functionality in this atomic structure is interconnected, providing a holistic system for optimising the performance and profitability of the bank at group and at entity level.
MORS supports complex group structures and the establishment and management of organisational models and respective Balance Sheet structures, creating a centralised and unified view of ALM and Risk management as well at individual entity level.
At a high level, MORS is made up of 3 distinct functional domains based on a common core, as depicted in the picture.
Depending on your priorities, MORS solution and its modules are packaged to meet the following needs
Asset Liability Management
With MORS Integrated ALM (Asset Liability Management) approach, banks can monitor, manage and report interest rate risk and liquidity risk in one system.
The Integrated ALM approach includes a dynamic FTP mechanism for pricing and profitability analysis.
By breaking silos, MORS creates an integrated framework for Balance Sheet structuring, steering, planning and optimisation.
Instantly available ALM analytics in MORS are enabled by fully automated data management and in-memory processing.
KEY FEATURES
- IRR and Liquidity risk management in one system
- Covers both internal and regulatory requirements
- Dynamic modelling of Balance Sheet
- EBA IRRBB compliant
- EVE, EaR, NII, NIM, LCR, NSFR & ALMM calculations & forecasts
KEY BENEFITS
- Forward looking analytics drive profitability through balance sheet optimisation
- Highly cost efficient with low maintenance costs and new versions included in the license
- User friendly and intuitive scenario generation & stress testing
Treasury ALM
MORS Holistic approach offers ALM & Treasury Management in one system.
MORS Holistic real-time risk solution caters for a wide range of functionalities, such as interest rate risk and liquidity risk management, deal capture, position keeping, deal workflow management and limits management.
Minimising system investments, MORS Holistic Treasury ALM approach increases cost-efficiency and productivity within treasury, balance sheet management and risk functions.
KEY FEATURES
- ALM & Treasury Management in one system
- Interest Rate, Liquidity, FX and Counterparty credit risk management
- Complete coverage of Treasury & ALM analytics
- Segregation of duties
- Fully automated data management
KEY BENEFITS
- Highly cost-efficient solution for both Treasury & ALM system requirement
- Holistic risk system and governance framework for all three lines of defence
Point Solutions
Banks fulfil specific interest rate risk, liquidity risk and treasury management requirements by using a MORS module.
MORS point solutions address areas of IRRBB, LCR, NSFR, FTP, Treasury management and reporting.
MORS meets both internal and regulatory requirements.
MORS point solutions can seamlessly be expanded to an integrated solution by adding other MORS modules.
KEY FEATURES
Solves specific Treasury and ALM needs, for example:
- Interest Rate Risk management
- Liquidity risk management
- Intraday Liquidity Risk management
- Treasury management
- Funds Transfer pricing
- Counterparty credit risk
- Stress testing
- VaR
- Management Reporting
KEY BENEFITS
- Fast solution for any single pain point
- Pay only for what you use – License fit for purpose
- highly scalable system to cover additional requirements, functionality and users at low marginal costs
ALM as a Reporting Service
MORS ALM as a Reporting Service supports banks with an outsourced ALM function.
The service is a joint venture with IBSM Solutions Inc, operated by experienced ALM practitioners.
The service delivers a complete ALM reporting package on a monthly or weekly basis.
Expert opinion and decision-making guidance provided in the service complements a bank’s own resources.
The service is a low risk and cost-effective way to implement or advance treasury, interest rate and liquidity risk management frameworks.
KEY FEATURES
- Comprehensive ALCO reporting package delivered weekly or monthly, including expert opinion and guidance
- Services includes liquidity risk ratios, IRRBB up to 36 months, credit counterparty risk, FTP analysis, results database for internal MIS generation and supporting documentation on methodology, models and parameters
KEY BENEFITS
- With minimal investment, understand potential risks to net interest margin and liquidity positions
- Leverage external expert opinion and guidance to complement existing inhouse resources
- Regulatory & Internal ALM coverage without investing in own IT environment or software
MORS Solution is divided functionally to modules for different types of users and needs
MORS Asset Liability Manager
offers a dynamic Asset Liability Management for analysing and forecasting Interest Rate Risk as well as Interest Income, including Nii, Nim and IRRBB.
MORS Liquidity Risk Manager
Offers a real-time Liquidity Risk Management system, with for forecasting and stress-testing of Liquidity scenarios and metrics (LCR, liquidity planning, liquidity stress-testing etc.)
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