Intellect OneLRM acts as a single point Liquidity Risk Management solution, which is designed on an integrated platform basis to break down the traditional analytical silos which exist in financial institutions. It brings risk, execution and visualization onto a common platform, helping banks to transition from 'Monitoring Risk' to the desired stage of 'Leveraging Risk for Business Advantage'. It enables decision makers to circumvent adverse financial situations and develop strategies to invest excess capital most effectively.
OneLRM's modular structure ensures that it can be deployed in a customized fashion, as per the bank's strategic liquidity risk management initiatives. It can latch on and plug the holes in a bank's legacy risk management infrastructure, through configurable schemers.
The solution modules which come under OneLRM, address the challenges faced by banks in the areas of:
- Intraday Liquidity Management through BCBS 248 Intraday Bank Liquidity Management module
- Trading Book Cash Flow Management through the Funding Desk module
- Basel III monitoring through the Risk Metrics module
- Liquidity Risk Parameterization through the Behavioral Modeling module
- Liquidity Stress Testing through the Stress Testing module
- ALM / Funding issues through the Balance Sheet Management module
- Intraday Regulatory Reporting through the Regulatory Reporting module
- Risk Data Aggregation and Reporting through the BCBS 239 Risk Data Aggregation and Reporting module
- Liquidity Risk Visualization through the Zf Risk Visualizer module
Intellect OneLRM enables Treasurer's office to prevent liquidity squeezes, by providing accurate cash projections with a required level of precision and the most cost-effective funding options. It helps banks by mitigating the risk of credit erosion, regulatory fines and reputational damage. It effectively monitors cash surpluses and provides options to maximize investments.
The OneLRM empowers decision makers to:
- View Risk Exposures and P&L on a near real-time basis
- Procure timely funding to meet intraday liquidity shortfalls
- Deal with unexpected disruptions in intraday liquidity flows
- View Basel III regulatory reporting ratios through a series of 360 degree risk dashboards
- Use advanced data models to capture the required data for analysis
- Model and stress test various behaviours
- Run multiple modes of tests and risk analytics in multiple manners on a single platform
- Enable early identification of potential liquidity gaps and optimally allocate assets
The robust architecture of the solution has a proven record to handle growing volumes with Broad-Ranging Data Management Capabilities like:
- Product Data Processor: Enabling sourcing of data from multiple systems and carries out reconciliation activities like data checks, logical checks and business rule validations
- Matrix Mapping Capability: Data Models have the capability to map data based on product code and various other data characteristics across multiple asset classes
- Aggregation of Historical Data: Trade data, Cash Flow data and market data can be viewed on a historical basis
- Support for multiple input data file formats like flat files, CSV, XML, FIX, XLS, etc.
- Ability to identify failures of data feeds from both internal and external sources