1. Liquidity Risk Solution Analytics User Guide
  2. Liquidity Risk Reports

4 Liquidity Risk Reports

Regulatory requirements, whether regional or global such as BCBS 239, require banks to have stringent risk reporting practices throughout the organization. Banks across jurisdictions are gearing up to comply with the new stringent reporting requirements in order to comply with frequent regulatory submissions and management reporting. Oracle Financial Services Liquidity Risk Management helps drive this with an extensive set of pre-configured regulatory templates, graphical reports and dashboards to address complex reporting requirements on-demand.

Oracle Financial Services Liquidity Risk Management aims to provide a complete solution to their liquidity risk reporting challenges. This document also details the liquidity risk related business requirements for intra-day monitoring metrics. BIS has issued guidelines for calculating and monitoring intra-day liquidity management. These guidelines are meant to complement its earlier set of guidelines on risk management and supervision of funding liquidity including the Basel III guidelines.

For viewing the liquidity position of a bank as of a forward date/s under contractual, BAU and stress conditions Liquidity Risk Forecasting Reports are introduced. LRM Forecasting is required to measure and monitor the liquidity metrics within the limit boundaries, regulatory requirements and market expectations.

Oracle Financial Services Liquidity Risk Management Analytics, provides a pre-configured set of Forecasting canned dashboards, with graphical and tabular reports, and detailed drill down reports.

This document provides details around the dashboard reports and regulatory templates supported by the application.

The reports are divided and displayed into two dashboards: Management Reports and Graphical Reports for which detailed drill-throughs are available in Liquidity Risk dashboard. Whereas, the regulatory templates and associated reports are available in the Regulatory Reporting dashboard.

The reports which form part of the Liquidity Risk dashboard are grouped into the following subject areas based on their functionality:

  • Liquidity Gap
  • Detailed Gap Analysis
  • Counterbalancing
  • Liquidity Ratios
  • LCR Details
  • NSFR Details
  • Regulation YY
  • Intra-day Liquidity Metrics
  • Real Time Monitoring
  • Interim Results
  • Funding Concentration
  • Data Analysis
  • Forward Liquidity Analysis
  • Forward Liquidity Across Dates
  • Deposit Insurance

For a complete list of reports refer List of LRM Reports.

Note:

The liquidity risk reports, which were earlier being packaged along with OFS Asset Liability Management Analytics, are now available as part of OFS Liquidity Risk Management. The reports continue to be available as part of OFS ALM Analytics up to version 6.2 to support reporting for OFS LRM v3.0. This change is applicable from version OFS LRM v8.0 onwards.