Fintellix's Liquidity Reporting Suite

Fintellix's Liquidity reporting suite helps banks to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for Liquidity Coverage Ratio (LCR), Minimum Liquidity Holdings (MLH), and Net Stable Funding Ratio (NSFR) frameworks. The solution offers pre-built, but configurable HQLA1, HQLA2A, HQLA2B and MLH classifications as per APRA-defined norms. It allows users to parameterize haircuts, outflow rates, and inflow rates at the most granular level required. Similar configurable classifications and parameterizable haircuts are available against Available Stable Funds (ASF) and Required Stable Funds (RSF) for domestic LCR banks which need to comply with NSFR standards. The solution has an in-built time-series forecasting engine, which can generate the 3-year Funding Plan report using the historical database of a bank ADI, but it can also be integrated with a bank’s stress testing and scenario generation engine to generate this report. The entire Liquidity reporting suite runs on Fintellix's BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) system of a bank to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

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APRA Reporting Forms Covered

Domestic Bank ADIs

Reporting
Engines for
LCR & MLH
Frameworks

Fintellix's Liquidity reporting suite helps banks to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for both Liquidity Coverage Ratio (LCR) and Minimum Liquidity Holdings (MLH) frameworks. The solution offers pre-built, but configurable HQLA1, HQLA2A, HQLA2B, and MLH classifications as per APRA-defined norms. It allows users to parameterize haircuts, outflow rates, and inflow rates at the most granular level required. The solution has an in-built time-series forecasting engine which can generate the 3-year Funding Plan report using the historical database of a bank ADI, but it can also be integrated with a bank’s stress testing and scenario generation engine to generate this report. The entire Liquidity reporting suite runs on Fintellix's BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) systems to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

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APRA Reporting Forms Covered

Foreign Bank ADIs

Reporting
Engines for
MLH
Frameworks

Fintellix's Liquidity reporting suite helps non-bank ADIs to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for the Minimum Liquidity Holdings (MLH) framework. The solution offers pre-built, but configurable MLH classifications as per APRA-defined norms, and thereby automates computation of MLH ratio. The solution has an in-built time-series forecasting engine which can generate the 3-year Funding Plan report using the historical database of a non-bank ADI. The entire Liquidity reporting suite runs on Fintellix's BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) systems to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

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APRA Reporting Forms Covered

Non-Bank ADIs
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Highlights of the Solution

Edit-Check Engine

Edit-Check Engine

Embedded Edit-Check engine to
create any number of user-defined
validation rules.

Hierarchy

Data Lineage

Ability to drill-down from reported
fields to underlying accounts for
tracing errors and mismatches.

Data Adjustments

Data Adjustments

Support for data adjustments to
reported fields.

Create Structures

Create Structures

Ability to create user-defined table
structures to pass data adjustments
directly to the Data Hub.

Data Quality

Data Quality

Embedded Data Profiler tool to define
and validate against configurable data
quality thresholds.

 Calendar

Calendar

In-built calendar to automate
generation of reports at pre-defined
frequencies.

Scaling Factor

Metric Scaling

Configurable scaling factor for
reporting financial positions and
performance as per regulatory/
business requirements

Flexibility

Multi-format Reports

Ability to generate reports in multiple
reporting formats – XLSX, CSV, XBRL,
PDF, XFDF etc.

Form Reporting

Version Control

Version controller for reporting forms
with the ability to archive and access
older versions.

Review Process Flow

Review Process Flow

Review Process Flow (RPF) engine to
easily create unlimited number of
user-defined workflows with any
number of approval levels.

Management Module

Profile Management

User Management module to create
and manage users, roles and access
controls.

Audit Trail

Audit Trail

System generated log files for
Audit Trail.

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