Benefits of our OneSumX Liquidity Risk Management software solution

OneSumX Liquidity Risk Management, which forms part of our wider risk management solution, introduces a risk management, stress engine and regulatory reporting platform to help firms monitor, manage and report on liquidity risk. To achieve this, financial instruments are mapped into the solution, and strategies and stress scenarios can be performed to identify the impact to both market and funding liquidity. The liquidity results are reported on a dashboard view provided to risk analysts, liquidity managers, regulators and decision makers.


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Meet liquidity reporting requirements

The ability to manage liquidity coverage ratio (LCR), and assess and monitor liquidity risk effectively to meet regulatory requirements.
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Scalability and management

Manage different demands relating to data volume and granularity. Address the changing reporting requirements of multiple stakeholders. Gain assistance with cumbersome data collection and classification work and maintain it in accordance with evolving regulatory requirements.
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Gain competitive advantage

With greater visibility and control over liquidity risk across the business you can make business decisions that are in alignment with strategic objectives and risk tolerance.
Basel IV / CRD V – Liquidity Risk : What are the implications of the proposed changes for banks
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Basel IV / CRD V: What are the implications of the proposed changes for banks
Liquidity risk management requirements need to be met on an ongoing basis. There are three implications:

  • - Data quality
  • - Automation
  • - Performance

But continued measurement is not enough. Banks need to project liquidity requirements in the future. Proxy values won’t meet requirements. Banks need exact regulatory calculation of LCR and NSFR on their business scenarios.

OneSumX Liquidity Risk software features

Our OneSumX Liquidity Risk Management solution provides standard and customized liquidity (cash flow) projections and reporting. All financial instruments are mapped into our solution. Strategies and stress scenarios can be performed to identify their impact to both market and funding liquidity. Some of the features include:

  • Stress scenarios for liquidity risk

    Define and apply deterministic and/or stochastically driven stress scenarios on the integrated market, credit/counterparty and behavior risk factors. Identify their impact in both market and funding liquidity.
  • Static liquidity gap

    Calculate the anticipated cash-flows decomposed by principal and interest. Do this over the remaining term of existing financial contracts (contractual liquidity) with the following reporting possibilities:

    Marginal liquidity gap
    Shows the anticipated net in-flow/out-flow of cash per time period over the remaining term to maturity.

    Cumulative liquidity gap
    Shows the anticipated cumulated cash-flow. Highlights the point in time when a financial institution is expected to face a liquidity problem.

    Residual liquidity gap
    Shows the open anticipated cash balance at any point in time over the remaining term to maturity.
  • Contingency gap

    Assess the contingency of cash-flows and distinguish between market contingency and behavioral contingency of cash-flows, e.g. replication of cash-flows, drawing of credit lines and option payments, for:
    • Marginal liquidity
    • Cumulative liquidity
    • Residual liquidity
  • Static and dynamic liquidity gap

    Assess the anticipated cash flows in deterministic and probabilistic dynamic analysis taking the behavior and strategies of the financial institution into account.
  • Cash management / margining

    Analysis and pricing of a broad spectrum of derivative contracts including the calculation of margin cash flows.
  • Systemic and concentration risks

    Analysis on how systemic and concentration risk can impact both funding and market liquidity.
  • Variety of reporting capabilities

    Several regulatory liquidity standard reports are available in our solution covering:
    • Liquidity coverage ratio (LCR)
    • Net stable Funding ratio (NSFR)
    • Additional Monitoring Metrics (AMM)
    • Individual Liquidity Guidance (ILG)
    Next to the regulatory reports, OneSumX provides Business Analytics that combine liquidity metrics, events and projections in the form of OLAP , dashboard, static and dynamic reports to provide users with the necessary capability for full liquidity analysis.

Expert insights and related solutions

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