MX.3 for Liquidity Risk

An integrated view of liquidity risk

Liquidity risk is by nature consequential, resulting from market, credit, behavioral or operational risks. Depositors will create liquidity shortfalls during a stress situation, or a credit rating downgrade will trigger unexpected massive margin calls. Today’s risk managers and regulators demand a better understanding of how these interrelationships work together.

MX.3 offers a holistic answer to liquidity risk management. It proposes a complete coverage of front office, back office and risk management processes to capture all components of liquidity risk accurately and convey information in real-time to relevant decision points.

A comprehensive solution for funding, market and intraday liquidity

MX.3 aggregates liquidity data across treasury and capital market sources, and manages each component of liquidity risk.
Cash and security live inventories address funding and market liquidity risks, while intraday liquidity is controlled by way of real-time settlement and nostro management.
End users are updated with key liquidity ratios such as LCR intraday and assisted by a compliance workflow to remain within regulatory limits.

Advanced cash flow modelling and stress testing

Cash flow forecasts are generated in real-time for all products whatever their complexity, for example contingent liability flows such as callable bonds or exotic notes. Behavioral assumptions can also be incorporated.

Scenario analyses allow users to assess factors such as the composition of their high quality liquid asset inventory post assignment of unencumbered assets, or their worst-case margin call in the event of a credit rating downgrade.

Functional Coverage

Funding Liquidity Risk

Maturity ladders. Counterbalance. Key liquidity ratios. LCR. Survival period. Behaviour assumptions.

Market Liquidity Risk

Asset inventory. Encumbrance management. Stressed haircuts. Spread & volume data. Concentrations.

Intraday Liquidity Risk

Bank-wide payments factory. Real-time Nostro management. Reporting.

Curves Management

Flexible. Discount & forward rates multiple sets. Spread curves. Cost of funding & FTP curves. Data connectivity.

Cash Flow Engine

Banking & trading book cross asset products. Flows estimation. Optionality and exotic liability modelling.

Stress Scenarios

Rate changes. Rollover & runoff assumptions. Counterpart default. Downgrades. Margin calls projection.

Limits Management

Liquidity risk limits. Real-time ratio checking for Front Office. Liquidity reports.

Insights

Turning the FRTB Internal Model Approach into a competitive advantage

Are you adopting the IMA or SA? Listen to this webinar to gain insights from KPMG, Murex, National Bank of Canada and Standard Chartered Bank on what you need to conider when choosing your approach to FRTB compliance.
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Murex: Sell-side Category Winner in the Chartis RiskTech100 2019

What are the top priorities for financial institutions and how is Murex enabling clients to thrive in an evolving market? Murex's Normand Tanguay, Head of Risk for Murex Americas shares his insights on these key questions and more.
Watch the video
Mitigating Regulatory Challenges

In the fast-evolving capital markets, banks face several challenges, including the need to centralize data and keep pace with changing regulations. However, there are also exciting opportunities. Watch this video to learn more.
View the video
RiskTech 100 2019 Winners' Review: Murex

For this sixth year running Murex has been named the sell-side category winner in the Chartis RiskTech 100. To find out why, read the 2019 Winners' Review.
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Capital Markets Transformation- If You’re Not Scared, You’re Not Doing Enough

What does it take to thrive in today's capital markets? Watch our video featuring representatives from AWS, ANZ and Murex to discover how IT transformation could be good for your business.
Watch the video
MX.3 Post-Trade Capabilities

Murex provides flexible and open solutions for treasury, collateral, operations and finance, giving you the technology you need to improve decision-making, comply with regulation and optimize asset usage. Watch our video to find out how MX.3 can work for your business.
Watch the video
Murex Cloud Solutions

Murex cloud and SaaS solutions combine the full power of a leading technology platform with the expertise and infrastructure to manage it. Tailored to your specific needs, it allows you to focus on your core business, take advantage of the latest innovations and be prepared for the future capital markets.
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A Modern Approach to Support New Challenges

In the Summer 2018 edition of Microsoft Perspectives, Stella Clarke, Murex CMO, looks at how capital markets players can benefit from an enterprise platform approach address new challenges and harness new opportunities in the risk and regtech space.
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xVA Special Report 2018

In collaboration with risk.net, Murex has released a new xVA special report for 2018. Taking a look at the future of xVA in capital markets, this expert analysis contains an insightful discussion with Marwan Tabet, Head of Risk at Murex.
Read more
Nationwide

Find out how Nationwide, the world's largest building society, partnered with Murex to implement an integrated treasury system that optimizes liquidity management, provides risk monitoring and enhances hedge accounting and operational risk management.
Read more

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MX.3 for Liquidity Risk

A comprehensive solution for funding, market and intraday liquidity