As an aftermath of financial crisis, Liquidity Risk emerged as one the main villains and became the key focus area for all banks and regulators. As expected it was followed with a new wave of Liquidity Risk regulations across the globe such as introduction of Basel III Liquidity & Leverage ratios, Sound Principles & Intraday Liquidity management.

Our Liquidity Risk related offerings include:

  • Basel III Liquidity Coverage Ratio (LCR) & Net Stable Funding ration (NSFR ) computation
  • Risk Appetite Metrics
  • Development of Contingency Funding Plan
  • Development of Stress Testing framework& custom toolkits
  • Intraday Liquidity Management: Intraday liquidity management refers to effective management of banks intraday liquidity to meet payment and settlement obligations on a timely basis under both normal and stress conditions. Intraday Liquidity Management offers significant cost savings and opens up potential new opportunities.The recent BCBS regulations – ‘Monitoring tools for Intraday Liquidity Management’mandate more active management, control and reporting on the cash buffers required for settlement, and on intraday cash flows. Our services include:
    • Development of Intraday Liquidity management Strategy 
    • Preparation of cash flow database
    • BCBS Indicators monitoring dashboard
    • Re-engineering of intraday liquidity operations