The Lombard Risk integrated product suite enables financial institutions to meet risk and regulatory requirements now and as they continue to evolve for collateral management, liquidity and capital stress testing and analysis, regulatory compliance – including Dodd-Frank Act – and management/business information and reporting
A jump of 15 places in Chartis report “leading the supplier table” in Association of Foreign Banks MIS survey 10% increase in revenue published in interim report Download pdf version of this press release View interim results LONDON, England – 15th...
Complete solution for liquidity scenario analysis
Monitoring, measuring and managing liquidity risk
The profile of liquidity risk management requirements has never been higher; in response to the global financial crisis and regulators having dramatically increased regulations governing liquidity. Firms facing the challenge of ever increasing regulatory demands now face the daunting task of responding to even more regulations focused on liquidity. Aside from new reporting regimes and new ratios being introduced by Basel III, firms also need to respond to comprehensive stress testing regimes and embed new policies and procedures in their business as usual process.
Four key elements now need close attention:
- Qualitative: governance, liquidity management strategy, funding policy, systems and controls, documentation and internal management skills and communication
- Risk management: stress and scenario testing, funds transfer pricing tools, contingency funding, liquid asset buffer management, monitoring of liquidity limits and trends and embedded enterprise risk management processes for all this
- Quantitative measurement of new standards including Liquidity Coverage Ratio and Net Stable Funding Ratio, and other supervisory ratios such as contractual vs. behavioural, funding concentration
- Reporting: disclosures of LCR and NSFR, liquidity buffer composition, internal reporting on stress and scenario impacts, trends, and what-ifs.
Today’s reporting requirements are geared towards making sure that risk policies, operational procedures and executive decisions ensure effective risk management and full transparency across your entire organisation.
Around the world, new regulations address liquidity risk and firms must develop their processes and procedures and business-as-usual infrastructure to not only comply with reporting regulations, but also to improve the analysis and control of liquidity risk.
The smart answer is LISA from Lombard Risk – some key features
LISA addresses global liquidity risk management requirements, delivering powerful yet simple to use functionality which comprehensively delivers the new requirements. LISA also closely integrates with your regulatory reporting requirements, and especially combined with REPORTER, provides a comprehensive solution for regulatory reporting with embedded stress and scenario testing.
- State-of-the-art technology with a powerful and attractive web-based graphical user interface, LISA satisfies new liquidity risk management requirements and supports urgent regulatory demands for timely and reliable information.
- Liquidity Management Dashboard providing instant view of stressed and unstressed cashflows over time and extensive reporting of Liquid Asset Buffer composition and utilisation
- Stress Test Dashboard enabling direct comparison of multiple stress events over many dates and other key trend information
- Stress Test Management workspace containing comprehensive pre-set user-definable stresses describing a wide range of liquidity risks
- Data Management Console enabling mapping of multiple descriptors including product, customer type, country or any other code to a common standard for reporting purposes via automated data loading
- Regulatory Reporting Integration provided automated views of regulator reports in stressed and unstressed condition plus comprehensive analysis of all key ratios and reverse stress-test and survival analysis information.
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Lombard Risk launches latest ONLINE BUSINESS BRIEFINGS programme to help firms keep abreast of regulatory issues. Described by one senior FS regulatory manager as: Lombard Risk announces a comprehensive series of FREE and informative ONLINE BUSINESS BRIEFINGS addressing key issues in…