Liquidity

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.

APRA Reporting Forms Covered

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.

APRA Reporting Forms Covered

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.