The Treasury ALM in banks often uses several systems with differing purposes. Quite often, none of the systems provide the entire picture required for decision making during the day.
MORS offers an alternative vision – a truly holistic real-time approach for Treasury ALM in banks.
A holistic real-time approach for Treasury ALM by MORS combines all balance sheet items from both the bank’s treasury and banking book, for liquidity risk and IRR analysis, and for monitoring, managing and reporting. With MORS, banks can monitor both internal and external constraints within one system.
MORS holistic real-time approach also complies with the latest regulatory requirements. MORS data gathering and system architecture are compatible with the BCBS 239 (Principles for Effective Risk Data Aggregation and Risk Reporting). They are also compatible with BCBS 248 (Intraday Liquidity Monitoring), BCBS 368 (IRRBB, Interest Rate Risk in the Banking Book) and BCBS 238 (LCR, Liquidity Coverage Ratio). These represent some of the key constraints for steering and optimising the bank’s balance sheet.
In addition to monitoring, managing and reporting ratios, MORS holistic approach helps banks with the process of ICAAP and ILAAP (Internal Capital & Liquidity Assessment Processes). MORS approach is also in accordance with SREP (Supervisory Review and Evaluation Process) guidance set for national/local regulators.