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Liquidity Risk

Liquidity Risk - Liquidity, Risk Intelligence, Capital Optimization
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In accordance with the current needs, LiRiCo Liquidity Risk (LR) Module allows Banks’ to monitor their liquidity position through regulator and managerial analysis.

The LR Module is able to produce the main regulator liquidity indicators (Delegate Act & Basel III Indicators LCR, NSFR) and, in order to face the continuous regulatory revisions, LiRiCo allows a dynamic Asset & Liability clusterization in the report sections thanks to the rules engine technology.

As regard the managerial analysis, LiRiCo provides short and long term liquidity measures among which, Maturity ladder, Liquidity gap, Counterbalancing Capacity, Funding gap.

Moreover, LiRiCo makes available the possibility to combine stress scenario and dynamic simulation in order to quantify effects on both regulatory and managerial analysis (e.g. perspective LCR, CBC with stressed haircuts and prices).

LiRiCo quickness makes possible to see real time outcome and to compute all the analysis on daily based.