Liquidity Risk

Market Risk & P&L

Front Office Risk

Valuation Adjustment

Credit Risk

Collateral & Margining

Combine cash flows from multiple systems, and view and control balance sheet risk. Users can synchronize bank liquidity with time, cash flows and risk engines, across geographies and slice-and-dice tens of millions of records per day to ensure timely payments. Identify a funding gap between assets and liabilities and plug it. Manage assets and liabilities across dimensions and the enterprise. Match interest rate sensitive assets and liabilities and manage long-term risk, fluidly. Perform stress tests on cash flow mismatch risk (CFMR) easily and quickly.

Liquidity Risk management – BCBS 238

Controlling balance sheet risk is tricky. The key is to combine cash flows from multiple systems to get a clear view. Starting from the individual cash flow level – enable instant computation of running balances and liquidity risk metrics such as survival period, liquidity gap and/or regulatory ratios. Create new stress scenarios on the fly and view them through any available dimension, drilling-down on any metric to understand the impact of a shock. Multiple stress tests can be combined without relying on IT to update the test.

Next Generation Liquidity Risk Management

Intraday Liquidity monitoring – BCBS 248

Monitoring intrady liquidity requires a symphonic approach: aggregating data across payment systems, counterparties, currencies, geographies and numerous other dimensions to examine the results. Our solution allows you to drill down to key indicators associated with counterparty non-payment and detect behavior that may lead to a late or missed payment. Compute the ‘Min and Max’ intraday net cumulative balance for each payment system and perform stress testing and simulations on the fly such as the impact of a delayed payment.

LCR and NSFR – BCBS 238, 271

Atoti+ provides advanced analytics to yield optimal results and satisfy regulatory liquidity metrics. With it you can synchronize bank liquidity with time, cash flows and risk engines across borders. Drill down and view hundreds of granular level details within the balance sheet such as position level data on a portfolio of loans with different maturities. Substitute a portfolio, test how it will impact the liquidity coverage ratio or net stable funding ratio. Build and see internal and regulatory classifications in the same environment.

Empowering your Liquidity Management

Cash Flow Aggregation

Identify a funding gap between assets and liabilities and plug it. Atoti+ lets you aggregate cash flows from any part of the bank – across balance sheets, hierarchies, legal entities, create a clear picture of risk and manage it, all in one place. Analysts can measure gaps, funding costs and other liquidity ratios, compare prepayments/delayed payment assumptions and forecast and plan for them.

Balance Sheet Management

Atoti+ lets you manage assets and liabilities across the entire organization down to a single instrument. Select multiple cash flow criteria, such as instrument type, counterparty and rating and define the stress scenario scope, then dynamically break down ratios according to any level of detail – with no limitations. Run simulations on rebalances to see the impact on ratios.

IRRBB

Interest rate risk is going to matter much more now and in the foreseeable future. Use Atoti+ to match interest rate sensitive assets and liabilities and manage long-term risk, fluidly. Examine how net interest income would change in response to interest rates. Create a negative interest rate scenario and look at the impact on the banking book. Run mismatches in timing and the slope and shape of the yield curve and get ahead of dire outcomes. Monitor imperfect correlations among rates on different instruments and adjust them.

CFMR Stress Test

Stress tests are going to keep arriving on your doorstep. Perform them on cash flow mismatch risk (CFMR) easily and quickly. Easily test cash flow mismatch risk at the most granular level. Create scenarios in real-time to see projected cash inflows/outflows during a specific time period and see the impact on the balance sheet 30 days out.

Innovative data analytics that empower financial services firms to be ready for the unexpected.