A real-time Liquidity Risk Management System for Banks
MORS Liquidity Risk Manager enables Treasury, Liquidity and Risk Managers to manage, monitor and analyse liquidity in real-time. MORS Liquidity Risk Manager aggregates transactions from existing core and trading solutions, offering a full and transparent picture of the entire bank's current and future liquidity position.
MORS Liquidity Risk Manager allows users to forecast, stress-test and optimise liquidity under an infinite amount of different scenarios. Any number of external and internal liquidity management metrics and scenarios can easily be configured in the system, such as
Liquidity Coverage Ratio (LCR)
Net Stable Funding Ratio (NSFR) (both several international and national variations)
Rating agency metrics (Broad Liquid Assets to Short Term funding (BLAST) & Stable funding ratio (SFR))
Internal metrics (Survival horizon, mismatch calendars etc.)