Challenges

Fast and simple calculation of regulatory liquidity reports

Continuously increasing regulatory requirements and a high market volatility together with high income expectations require banks to apply an active and professional risk management. This includes an active management of the liquidity risk relevant to banks .

Solutions

The Liquidity Manager module fully covers the required risk management process

Generation of liquidity cash flows for individual transactions
Aggregation according to freely selectable criteria on the basis of a portfolio model to provide liquidity overviews
Implementation of stress testing using the parameterized risk characteristics
Derivation of a survival horizon of the bank in a crisis situation (insolvency risk)
Calculation of the minimum liquidity buffer and indirect costs
Calculation of the present value-based funding loss (structural liquidity risk)

Benefits

zeb’s expert knowledge of risk management topics as well as of legal and regulatory requirements
Security through proven solutions and compliance with regulatory requirements
Transparency about the risk situation with regard to liquidity
Sustainability through continuous development with regard to professionalism and usability