- LCR NSFR Reporting
- Pre-built framework for HQLA classification
- Framework to define and perform custom validation checks
- Drill down on data points to view underlying granular data
- Pre-built worksheets for liquid assets, inflow/outflow computation
- Traceability and Auditability maintained from data integration to artefact submission
- Store and report granular information – at contract and transaction level
- Solution delivered off a Data Mart without disturbing existing systems & architecture
- Future proofing to keep pace with regulatory change
The Fintellix LCR/NSFR solution powered by a BCBS239 platform enables banks to build the HQLA classification on their granular portfolio data as well as design checks to ensure that norms pertaining to different HQLA sub-categories thresholds are adhered to. The process of classifying assets into HQLA categories is completely parameterizable.
Changes in risk weights assigned to inflows and run off factors applied to outflows can be easily configured through a codeless interface managed by Business Analysts and Users. Stress test engine is available as an optional add on module built on top of the solution with the flexibility to modify test data, parameters and conditions.
The Fintellix LCR/NSFR solution also provides a powerful, easy to use "Excel Like" Report writing tool which allows business users and analysts to map data elements to Regulatory outputs including XBRL without any dependence on IT.