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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

  • FTF News Technology Innovation Awards 2020 - Video Interview

    Stella Clarke, CMO at Murex, gives an online interview to FTF (Financial Technologies Forum) following Murex's Software Solution of the Year award success for the third consecutive year in 2020.
    Watch the video

  • MX.3 Control Tower

    How can you reinforce your control framework to minimize running costs and mitigate operation risks? Find out how MX.3 Control Tower turns data into meaningful indicators that enable you to steer and monitor business activities.
    View the video

  • FRTB Special Report 2019

    Following the publication of the final standard in January, there is now greater clarity surrounding FRTB and banks are deciding on their compliance approach. For an update on the latest trends, read the full report.
    Read more

  • 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.
    Listen now

  • 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.
    Read more

  • 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.
    Read more

More on MX.3

Explore solutions for:

Institution types
Business functions
Sales and Trading
Market Risk
CVA Management
Credit Risk
Liquidity Risk
Limit Management
Enterprise Risk Management
Enterprise Collateral Management
Treasury
Buy Side
Energy and Commodities
Central Banks and Public Agencies
Clearing Brokers and CCPs
Banks
Corporates

News

  • 07

    Dec

    As Murex Adopts New Logo, Murex CMO Stella Clarke Explains the Evolution

    Add to calendarEvent Details

  • 18

    Nov

    Murex Continues Chartis RiskTech100® Success

    Read more

  • 09

    Nov

    Murex Nets Best Integrated Middle-Office Platform Award for the Buy-Side

    Read more

  • 06

    Oct

    Murex Delivers Fully Managed SaaS Solution to Key Client in North America

    Read more

  • 29

    Sep

    Krungsri Achieves Landmark IT Overhaul and Embarks on Long-Term Murex Partnership

    Read more

  • 09

    Sep

    Murex Keeps Up Excellent Winning Record at the Asia Risk Awards 2020

    Read more

  • 01

    Sep

    KBank Completes First Transaction Reference to New Thai Overnight Repurchase Rate (THOR)

    Read more

Events

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The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

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How would you prefer to be contacted?

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.