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.

Regulatory Reporting

Salient Features of the Regulatory Reporting module are:

  1. Monitor and report on intraday liquidity at the Transaction as well Aggregate level, across systems and currencies.

  2. Leverage BCBS reporting tools to manage exposure and optimize liquidity.
  3. 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.
  4. Manage Margin funding for enhanced protection against counterparty credit risk.
  5. Report on thresholds, initial, maintenance margins including surplus liquidity.
  6. 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.