Fintellix Risk /LCR/NSFR
Understanding and implementation of LCR/NSFR needs to go hand-in-hand.
  • Robust platform offering
  • Derived Dimension Engine for multiple classification requirements
  • Flexible Object element framework for assigning multiple types of weights based on Business Rules
  • Configurable business rules for all reporting logic
  • In-built Reference Code Management for all recommended reporting codes by regulatory bodies
  • Configurable maker-checker process based submission with audit trail
  • Solution delivered off an OLAP ready Data Mart with pre-configured integration with popular Core Banking systems
  • In-built business definition layer compliant with Regulatory terminology
  • Configurable mapping from internal source systems to Regulatory body specific reporting heads
  • Edit check functionality for inter and intra report data audit
  • Flexible on-demand reporting
  • Extensibility and Scalability
  • Platform Agnostic
  • Improved Business Performance


LCR aims to ensure that a bank maintains an adequate level of unencumbered, high-quality liquid assets that can be converted into cash to meet its liquidity needs for a 30 calendar day time horizon under a significantly severe liquidity stress scenario. Fintellix LCR covers all three aspects related to LCR, HQLA, Cash Inflows and Cash outflows, with an exhaustive coverage of banking products and securities with respect to LCR requirements.

The NSFR is designed to ensure that long term assets are funded with at least a minimum amount of stable liabilities in relation to their liquidity risk profiles. Equipped with tools for stable funding classification, Fintellix makes the bank’s ability to track, report and complete all NSFR related requirements seamlessly.