Creating and implementing liquidity stress testing (LST) frameworks is demanding for all financial institutions (FIs) because they need liquidity risk data both for Basel Pillar II stress tests as well as for comprehensive liquidity assessment requirements in multiple jurisdictions.
Additional pressure is coming from the:
The above factors are forcing FIs to reevaluate their approach to meeting liquidity-reporting challenges.
AxiomSL’s liquidity ecosystem empowers FIs to use their trusted liquidity data to deliver liquidity risk ratios and other regulatory reporting and to derive compelling analytic benefits.
The solution incorporates the powerful modules:
With liquidity data, models, and calculations in one place, FIs can efficiently and transparently meet liquidity risk ration requirements
Provides traceability to methods, parameters, and source data in a controlled, single platform environment
User-defined stress testing and forecasting abilities
By sourcing liquidity data once, FIs can use it for multiple risk and reporting requirements and downstream analytics
Positions FI to evolve with the changing liquidity regulatory landscape
Delivers trusted analytics and historical perspective
By: Yang Zhang, Global Product Manager, Capital and Liquidity, AxiomSL In the first act of...
By Harry Chopra, Advisor, AxiomSL Since we were feeling that there was not enough stress...