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: 

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 conducted a survey on Liquidity Risk Management from May to July 2011 with executives from leading banks. The survey revealed:
• a growing interest in intra-day monitoring of liquidity risk
• intra-day analysis and optimisation are important new trends in liquidity risk management
• intra-day has become a competitive issue

To receive the full Survey report, please register here.