Liquidity
Delivering consistency, control, and compliance in regulatory risk management
Treasury, compliance, and liquidity reporting teams face myriad evolving obligations – from the global Basel framework to the unique reporting requirements of many bodies including EBA, MAS, APRA, and US Fed. Recent crises accelerated the pace of regulation change, increased reporting frequencies, and deepened data-granularity needs.
Grappling with these challenges, firms are often hampered by siloed data sources, manual processes, inconsistencies across treasury, risk, finance, compliance, and reporting functions, and lack of timely, actionable liquidity-risk information.
To optimize management and reporting, firms must reassess their end-to-end approaches and seek best-practices to:
- Control complex liquidity data landscapes
- Report to global regulators accurately
- Reduce operational overhead
Our Solution
Our consistent, transparent, automated approach to liquidity risk data management, calculation, and regulatory reporting enables you to monitor and control complex global and jurisdictional requirements across regulations and frameworks.
By operating your liquidity risk and regulatory management on Adenza’s AxiomSL cloud-enabled ControllerView® – a single platform underpinned by extensible data dictionaries and calculation engines, you can futureproof compliance and optimize TCO.
Extendible
► Data dictionaries
► Client data transformations and bespoke reporting
Transparent
► Cell to source data drilldown
► Visual inspection for all business rules
► BCBS 239 ready
Flexible
► Modular solutions
► Adjustments options at every stage
► Calculators, libraries, reporting
Optimized
► Collateral management framework for SFTs and rehypothecation
► Nettings by agreement, counterparty, and currency
Compliant
► Disciplined regulatory monitoring
► Timely updates
► Validated by industry experts
Scalable
► Big data with Spark
► Deployable to Adenza RegCloud® Compliant
Browse our solution
Basel Ecosystem
Key features:
- Covers LCR, NSFR, LMT, asset encumbrance, and regional calculations and reporting (including PRA 110, LIQ-V) within a robust liquidity framework that enables accurate, automated liquidity-risk monitoring and regulatory reporting
- Meets EBA COREP reporting requirements and country specific variations such as UK FCA’s post-Brexit implementations
- Scales across lines of business and jurisdictions to optimize processes across global Basel liquidity requirements
- Compatible with Scenario Manager capabilities, providing user-defined stress-testing parameters for collation into libraries of scenarios that underpin flexible analysis
- Underpinned by analytic dashboards and data lineage functionality
- Provides insightful results for downstream analytics to inform strategic business decisions
US FR 2052a
Key benefits:
- Consolidates data, models, calculations, and reporting in a single, end-to-end SaaS-enabled solution
- Harmonizes with global Basel Ecosystem
- Implements, aggregates, and maintains new asset classes, PIDs, SIDs, CTPY IDs, and dimensions
- Delivers granular and frequent (daily or monthly) reporting
- Auto generates LCR and NSFR from the FR 2052a submission
- Bridges to FR Y-15 Schedule G/N
- Provides traceability to methods, parameters, and source data
- Bolstered by extensive implementation experience (25+) and a large, engaged client user communityKey
EBA IFR
Key features:
- Ingests balance sheet, EOD/intraday trade/position flows, and eligible liquidity assets
- Aligns with IFR/IFD regulation taxonomy requirements via a common data dictionary
- Computes necessary market risk and uses capital logic for CVA, credit risk/counterparty credit risk, and large exposure
- Covers capital deductions for COREP and liquidity for IFR
- Calculates IFR/IFD-defined K factors, including K-NPR, K-CMG, K-AUM, K-CMH, K-ASA, K-COH, K-TCD, K-CON, K-DTF
- Delivers COREP and IFR/IFPR reporting templates and submission files in XML and XBRL formats
Benefits for You
Optimized liquidity risk management
With your data, models, calculations, and reporting consolidated in our single SaaS-enabled solution you gain operational efficiencies and deepen enterprise-wide insights into decision driving liquidity risk positions and ratios.
Accurate monitoring and reporting
We enable you to oversee your global liquidity landscape across consolidation levels, meet reporting granularity and frequency requirements, and easily withstand audits and examinations.
Data transparency and control
We provide you with instant drilldown to data and visually reviewable business rules end-to-end –from native data ingestion to regulatory submission outputs, giving you full visibility and actionable information.
TCO benefit
Operating from our single, transparent platform you minimize youroverhead. Gain further efficiencies by deploying your liquidity management on to Adenza’s AxiomSL secure RegCloud – optimized for big data processing on Spark, necessary for today’s large volume, high frequency liquidity calculations and reporting.
Risk & Financial Regulatory Reporting Solutions
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