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
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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 moreTurning 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 nowMurex: 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 videoMitigating 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 videoRiskTech 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 moreCapital Markets Transformation- If You’re Not Scared, You’re Not Doing Enough
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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 videoMurex 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
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