Global Liquidity Monitoring, Risk Calculations and Reporting Solutions for Financial Institutions

Comprehensive solutions for Basel, CRR2 and regionally driven liquidity regulatory requirements, including liquidity monitoring and risk calculations

Liquidity Coverage Ratio (LCR) + Net Stable Funding Ratio (NSFR) + Liquidity Monitoring Tools + Liquidity Stress Testing (LST) Daily Calculations and Projections

AxiomSL’s solutions on ControllerView ― deliver a consistent, transparent, automated approach to liquidity monitoring, risk and regulatory data management, calculation, and reporting.

AxiomSL | Solutions - Global Liquidity Monitoring, Risk Calculations and Reporting Solutions for Financial Institutions

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Download the brochure to learn more about the range of Basel-related reporting solutions

BASEL III | BASEL IV… | CRR2 | CRR3…

As financial institutions take their Basel journeys and satisfy internal, country, and region-specific reporting, AxiomSL is providing comprehensive solutions for current and evolving liquidity monitoring, risk calculation and reporting requirements – whether driven by Basel standards, CRR2, or other jurisdictional interpretations, including:

NSFR

Net Stable Funding Ratio (NSFR) expansions are still being finalized and AxiomSL is tracking these developments closely to ensure prompt adoption into solutions.

The upcoming rules updates are many and will include changes to Available Stable Funding (ASF), Required Stable Funding (RSF) for HQLA, derivative, variation margins, and short-term lending transactions.

These requirements will also lead to new and more granular reporting such as C80-84 COREP reports.

LST & Local Reporting

Liquidity Stress Testing (LST) is an important process for effective liquidity monitoring by financial institutions and is mandated by upcoming regulatory requirements such as the Internal Liquidity Adequacy Assessment Process (ILAAP).

Furthermore, given that national regulators are keenly interested in liquidity monitoring ― especially for LMT/ALMM metrics ― country-specific mandates including FR 2052A in the U.S., PRA110 in the U.K., and LiqV in Germany, must also be satisfied.

LCR

Financial institutions must be prepared to accommodate changing Liquidity Coverage Ratio (LCR) requirements globally, including adopting new technical standards within the CRR2 framework.

Among these are conditional waiver options for unwinding secured transactions in accordance with the guidelines of certain regions or designated central banks, and the applicability of new haircuts to certain High-Quality Liquid Assets (HQLA) product categories.

LMT & ALMM

As part of expanding Basel standards to assess all dimensions of financial institutions’ liquidity profiles, Liquidity Monitoring Tools (LMT) and Additional Liquidity Monitoring Metrics (ALMM) have been added to requirements globally.

This increases the level of tracking to include cash flows, balance-sheet structures, and available unencumbered collateral.

Global Solutions for Basel, CRR2 and Regionally-Driven Liquidity Monitoring

AxiomSL’s Liquidity Monitoring Risk Calculations and Regulatory Reporting Capabilities

AxiomSL’s Global Capabilities for Basel, CRR2 and Regionally-Driven Liquidity Monitoring Risk and Regulatory Reporting

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Liquidity Solutions

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