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.
Embedded Edit-Check engine to
create any number of user-defined
Ability to drill-down from reported
fields to underlying accounts for
tracing errors and mismatches.
Support for data adjustments to
Ability to create user-defined table
structures to pass data adjustments
directly to the Data Hub.
Embedded Data Profiler tool to define
and validate against configurable data
In-built calendar to automate
generation of reports at pre-defined
Configurable scaling factor for
reporting financial positions and
performance as per regulatory/
Ability to generate reports in multiple
reporting formats – XLSX, CSV, XBRL,
PDF, XFDF etc.
Version controller for reporting forms
with the ability to archive and access
Review Process Flow (RPF) engine to
easily create unlimited number of
user-defined workflows with any
number of approval levels.
User Management module to create
and manage users, roles and access
System generated log files for