Providing intelligent solutions.

Providing intelligent solutions.

InCube | LIQUIDITY

Monitoring and assessing liquidity risk of banks

InCube | LIQUIDITY at a glance:

Features:

  • Availability of position and balance sheet structure data for each as-of-date with drill-down function across dimensions
  • Analysis of contractual cash flows over multiple time horizons (short-term to long-term)
  • Individual parameterization of scenarios and stress tests
  • Availability of liquidity metrics to further asses the bank’s liquidity risk profile
  • Access to reporting cubes and customizable reports by using the pivot functionality of Microsoft Excel
  • Automatic and fast data load from various data sources
  • Robust SQL and .NET based architecture

 

 

 

Your benefits:

  • Increased transparency of balance sheet structure, liquidity status and expected cash flows
  • Improved understanding of the drivers of liquidity risk
  • Compliance with Basel III liquidity risk requirements, such as the requirements of the Liquidity Ordinance and FINMA Circular 2015/02 “Liquidity risks banks” in Switzerland
  • Transparent, comprehensive and flexible reporting
  • User-friendly functions
  • Customized and cost-efficient implementation