How do you monitor and control the regulatory liquidity ratios LCR and NSFR?
Are you still relying on Excel-based processes to manage regulatory liquidity ratios? Do you feel uncomfortable with the compliance risks, inefficient use of human resources and poor forecast accuracy?
Although the determination, reporting and monitoring of regulatory liquidity ratios have now become part of the daily business of financial institutions, many institutions are still reaching their limits.
In order to proactively manage the liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) together and obtain real-time information without long waiting times, uniform methodologies and procedures based on the relevant reporting data are required.
We have a solution for this – the LCR and NSFR forecast modules of our innovative msg.ORRP platform. It meets the highest standards and ensures traceable results with clear methodology. Use our platform for immediate control and efficient decisions – without wasting time.
The LCR and NSFR forecast modules of the msg.ORRP product family
Standardised data &
automated calculations
Ad hoc analyses &
role-specific dashboards
Seamless integration into
existing reporting systems
Complete test reports
for maximum transparency
Ihre Teams profitieren von verlässlichen Prozessen und intuitiven Dashboards – vertrauenswürdig und nachhaltig. Begeistern Sie Ihre Fachbereiche mit innovativer Analyse und inspirierender Visualisierung.
Benefit from the following advantages
- Automated forecasts and real-time monitoring of regulatory key figures
- Automatically comply with regulatory requirements and reduce compliance risks
- Full traceability thanks to a consistent database
- Replace critical manual processes
- Focus experts on strategic decisions and high-yield investments
- Quick decision-making scenarios at the touch of a button – gain a competitive edge
- Optimise liquidity reserves and save equity
- Continuity through integrated scenarios – your departments remain operational in any situation
- Runs on all platforms and can therefore be used by all financial institutions
Our range of services
- Key figure preview in the base scenario and for adverse scenarios with development over time
- Configurable observation period
- Calculation of the LCR for any future reporting dates
- ‘Clean view’ without consideration of new business
- ‘Going concern view’ taking into account planned new business and rollover assumptions
- ‘Scenario views’ taking into account changed new business assumptions and measures
- Consistency of results with reporting requirements
- Mapping of planned positions for new business to LCR categories
- Key figure preview in the base scenario and for adverse scenarios with development over time
- Configurable observation period
- Calculation of the NSFR for any future reporting dates
- ‘Clean view’ without consideration of new business
- ‘Going concern view’ taking into account planned new business and rollover assumptions
- ‘Scenario views’ taking into account changed new business assumptions and measures
- Consistency of results with reporting requirements
- Mapping of planned items for new business to NSFR categories
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Your contact person
heads the Software Product Line Risk & Regulatory Reporting division at msg for banking.