Integrated ALM

Integrated ALM

Holistic Treasury ALM

Holistic Treasury ALM

Point solutions

Point solutions

ALM as a reporting service

ALM as a reporting service

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.

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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

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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

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.

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KEY FEATURES

• ALM & Treasury management in one system

• Interest rate, Liquidity, FX and Counterparty credit risk management

• Complete coverage of Treasury and ALM analytics

• Segregation of duties

• Fully automated data management

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KEY BENEFITS

• Highly cost-efficient solution for both Treasury and ALM system requirement

• Holistic risk system and governance framework for all three lines of defence


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.

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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

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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 cost


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.

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KEY FEATURES

• Comprehensive ALCO reporting package delivered weekly or monthly, including expert opinion and guidance

• Service 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

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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


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MORS Modules

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MORS BALANCE SHEET MANAGER

offers a real-time Asset and Liability Management system (ALM system), with static and dynamic models for analysing and forecasting interest rate risk and margins (IRR, NII, EaR, EVE etc.)

MORS TREASURY MANAGER

offers a front-to-back Treasury Management System (TMS), including real-time risk management and reporting (deal input, deal workflow, bookkeeping entries etc.)

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MORS LIQUIDITY MANAGER

offers a real-time Liquidity Risk Management system, with forecasting and stress-testing of liquidity scenarios and metrics (LCR, liquidity planning, liquidity stress testing etc.)

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MORS TRANSFER PRICE MANAGER

offers a dynamic Funds Transfer Pricing (FTP) system

 

MORS add-on modules

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MORS LIMITS & ALERTS

offers an automated exposure and limit management system

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MORS MULTI SITE MANAGER

offers a consolidated global enterprise-wide-risk system for monitoring and managing several geographical locations

 

MORS VAR

offers a Value at Risk (VaR) system