Basel III is an internationally agreed upon set of standards intended to strengthen the regulation, risk management, and supervision of the banking sector.
It includes a mandate for Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio(NSFR).
Effective liquidity risk management requires the establishment of a robust liquidity risk management framework (i.e. strategy, policy and practices) that ensures sufficient liquidity. This includes the maintenance of a cushion of unencumbered, high quality liquid assets in order to withstand stress events, including those involving the loss or impairment of both unsecured and secured funding sources.
Our OneSumX® LiquidityRisk solution provides standard and customized liquidity analysis projections and reporting including:
Liquidity Coverage Ratio
Stress Scenarios for Liquidity Risk
Stress Scenarios for Liquidity Risk
Cash management / margining
Static liquidity gap
Contingency gap
Systemic and concentration risks
Reconciled granular results
Meet regulatory and compliance requirements
Support multiple entities, currencies, and flexibles time bucket system.
Fast, reliable and auditable reporting
Customized configuration based on Basel guidelines as well as Central bank’s guidelines
