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Intraday Liquidity

Intraday Liquidity - Liquidity, Risk Intelligence, Capital Optimization

LiRiCo Intraday Liquidity Module makes available Banks to monitor their cash position on a real time basis and produces short term analysis to look over the liquidity buffer of the banks.

Thanks to rules engine, LiRiCo allows a dynamic categorization of incoming / outgoing payments through the user interface, and to use them in managerial and regulator analysis.

As regard the managerial analysis, it is possible to calculate Real-Time Cash Balance Forecast (intraday and for future settlement dates), matching and mismatching evidence between Forewarned and Settled Transactions, the maturity ladder, and the Intraday Counterbalancing Capacity.

Concern the regulatory analysis, LiRiCo produces Basel III Intraday Liquidity Indicators and the forecast LCR, considering new transactions.

In order to help financial institutions in monitoring activities, LiRiCo provides an Intraday Liquidity Dashboard designed to highlight managerial and regulatory analysis (e.g. mismatching between the Cash Balance Forecast and the Actual Settlement).

Dashboard provides different type of aggregation (e.g. Currency, Product category, Desk) and the drill down to the maximum level of detail.

Moreover, LiRiCo allows to set up and to compute liquidity stress test starting from end-user hypothesis.