Under Basel III norms firms need to report liquidity at periodic intervals under both normal and stressed conditions. Supervisors are also strictly monitoring the quality of a firm's risk data and its aggregation capabilities. There is a need for a comprehensive regulatory reporting framework which can deal with all regulatory requirements across a wide array of asset classes.
Salient Features of the Regulatory Reporting module are:
- Monitor and report on intraday liquidity at the Transaction as well Aggregate level, across systems and currencies.
- Leverage BCBS reporting tools to manage exposure and optimize liquidity.
- Leverage NSFRs to improve funding profiles by relying on stable and longer term funding sources while also focusing on LCR driven 30-day liquidity needs.
- Manage Margin funding for enhanced protection against counterparty credit risk.
- Report on thresholds, initial, maintenance margins including surplus liquidity.
- ALCO Regulatory Reporting: For Balance Sheet management encompassing Statement of Liquidity Report for structured liquidity Gap analysis, as well as the Statement of Interest Rate Sensitivity Report.