| INTRA-DAY LIQUIDITY RISK MANAGEMENT |
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Intra-day Liquidity Risk Management - critical for business – Book a web demo Competition between banks is all about efficiency – optimising funding and liquidity are critical factors in creating value. Being able to monitor liquidity risk intra-day clearly gives a competitive advantage to banks. Key questions around Intra-day Liquidity Risk Management: • Can I monitor Counterparty Risk in real-time?• Can I monitor Interest Rate Risk in real-time? • Do I know the LCR of my bank at this moment? • Can I monitor Funding cost in real-time? • Can I monitor NSFR in real-time? • Can I monitor Capital Cost in real-time? How MORS Software can help in practice MORS Liquidity Manager and MORS intra-day approach combine Counterparty Credit Risk, Interest Rate Risk, LCR, NSFR, Capital Cost and Funding Cost of P/L optimisation. MORS Liquidity Manager enables treasurers and liquidity managers to make optimal risk management decisions in all market conditions. It enables optimisation, risk mitigation and internal steering of the bank’s liquidity, funding and holdings. MORS Liquidity Manager is delivered with a default configuration for Basel III LCR (Liquidity Coverage Ratio). Like all MORS solutions, MORS Liquidity Manager gathers transactions from existing core and trading solutions, and provides a complete and transparent picture of the bank’s liquidity position. Contact us for more details.
What other banks are doing about Liquidity Risk Management MORS Software is conducting a Liquidity Risk Management 2012 survey from May to July 2012 with executives from leading banks. To participate in the survey, please follow this link. To receive the full on Liquidity Risk Management Survey 2011 report, please register here. |
