Overview
The ALMIS® Liquidity module enables evaluation of and extensive reporting on liquidity risk generally, including highly configurable liquidity stress functionality covering a wide range of risk factors to build stress scenarios.
Features
- Extensive liquidity reporting including user-friendly standard reports based upon key regulatory returns (eg cashflow mismatch report)
- Configurable liquidity stress functionality
- Run from any balance sheet portfolio, past present or future
- Configurable stress periods
- Build and save detailed stress scenarios making settings and assumptions
- Wide variety of assumptions across pipeline, loans, funding etc
- Functionality enabling retail withdrawal assumptions reflecting LCR
- Unlimited number of stresses
- Multiple stresses run simultaneously
- Daily, weekly and other cashflow reports through the stress period
- Reverse stress testing
- Survival days reporting
- Autopopulation of various regulatory returns eg ALMMs, LCR, NSFR and PRA 110