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Wolters Kluwer OneSumX® for Risk Management

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Wolters Kluwer OneSumX® for Risk Management
Liquidity Risk
Wolters Kluwer OneSumX® for Risk Management

Liquidity Risk

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Basel III is an internationally agreed upon set of standards intended to strengthen the regulation, risk management, and supervision of the banking sector.
It includes a mandate for Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio(NSFR).

Effective liquidity risk management requires the establishment of a robust liquidity risk management framework (i.e. strategy, policy and practices) that ensures sufficient liquidity. This includes the maintenance of a cushion of unencumbered, high quality liquid assets in order to withstand stress events, including those involving the loss or impairment of both unsecured and secured funding sources.

Read More  |  OneSumX® Liquidity Risk Management
Key Features
Key Benefits

Our OneSumX® LiquidityRisk solution provides standard and customized liquidity analysis projections and reporting including:

Liquidity Coverage Ratio

Stress Scenarios for Liquidity Risk

Stress Scenarios for Liquidity Risk

Cash management / margining

Static liquidity gap‍

  • Marginal liquidity gap  
  • Cumulative liquidity gap
  • Residual liquidity gap

Contingency gap

  • Marginal liquidity  
  • Cumulative liquidity
  • Residual liquidity

Systemic and concentration risks

Reconciled granular results

Meet regulatory and compliance requirements

Support multiple entities, currencies, and flexibles time bucket system.

Fast, reliable and auditable reporting

Customized configuration based on Basel guidelines as well as Central bank’s guidelines

Please feel free to contact us for any inquiries
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