Liquidity risk


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 .


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)

Related solutions: Simulation of measures and scenarios, ICAAP/ILAAP/RTF, IRRBB, Market risk, Preview ALM Next and Investment and refinancing management


  • 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


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