liquidity analysis - Liquidity Risk Management

LISA, with its user-friendly interface, will help your company to:

Ensure executive oversight and governance through integrated liquidity risk analysis
Enhance liquidity analysis, stress testing and scenario testing by modeling the impact of mitigating strategies
Improve control of liquidity by putting key trend information and liquidity ratio reports in the hands of executives on a timely basis
Ensure regulatory readiness, and automate computation of Liquidity Coverage Ration (LCR) and Net Stable Funding Ratio (NSFR).

You are backed by a team of liquidity risk and regulatory reporting experts who constantly interpret and assess the impact of new regulations.

Liquidity management dashboard

Display impact of any stress test or any part of it, filtered by line, currency or other characteristics
Shows inflow, outflow, net and cumulative impacts, before and after applicable stress tests for any date on fully scalable graphical interface over any timeline horizon
User-definable graphics enable selection of preferred presentation for key management information outputs
Management of Liquid Asset Buffer and split view of regulator-classified assets and internally viewed assets, includes functions to model fire-sale, early draw down of contingency funding and other relevant liquidity risk management operations
Fully documents date, tests, results and other settings into web-presented outputs which provide your senior management view over a hyperlink from anywhere.

Compare stress tests over time, or compare different tests on the same data, or the same test split by different currency or business unit
Drillable graphical presentation of inflows and outflows
Views of granular detail of records to filter out the business lines directly impacted by stress tests
All results and audit trails exportable to external information systems or may be driven to Lombard Risk MIS for management information purposes.

Extensive pre-defined stress tests provide a quick start for any set-up and include an array of tests for many key liquidity risk types including Wholesale funding, Intra-group, Intra-day, Cross-currency, Retail funding, Off balance sheet, Franchise-viability risk, Marketable assets, Non-marketable assets and Funding diversification risks
All stress tests also fully client-definable by a combination of any number of scenarios. You can set up as many stress tests as you require in order to automate your liquidity risk management policy.
Library of stress tests may be switched on or off, or re-ordered, at any time and whenever risk appetite or market or idiosyncratic circumstances change
Automated inclusion or exclusion of any tranche of data from your stress tests at any level or granularity available in your data or at any roll-up level, including Regulatory line totals.
Fully self-documents stress test including triggers and impacts.

Enables mapping of multiple descriptors including product, customer type, country or any other code to a common standard for reporting purposes via automated data loading
Loads data including cash flow data from your live production systems
Uploads adjustments data or business planning what-if non-production data such as contingency funding plan data, data regarding new lines of business or disposals or group structure changes

As-is views of regulator-defined liquidity reports (e.g. UK FSA047, FSA048)
Stressed views of regulatory reports showing before and after impacts
Automated detailed analysis of regulatory data including key asset/liability ratios, sources of funding, structural funding ratios including LCR and NSFR.
Detailed liability profile and analysis chart with Term and Withdrawable values
Adjustable stress factors and modeling of behavioural assumptions
Automated monitoring of liquidity requirements vs liquidity buffer and detailed survival analysis