The Liquidity Reporting suite by Fintellix provides solutions to enable regulatory reporting of liquidity risk. All solutions offered within the Liquidity Reporting suite run on Fintellix’s BCBS 239 compliant regulatory reporting data platform and are deployable on the cloud as well as on-premises of the financial institution.
The MAS 649/1015 solution is a comprehensive solution, equipped with classification, computation and reporting engines for Liquidity Coverage Ratio (LCR) and Minimum Liquid Assets (MLA) frameworks. The solution offers pre-built, but configurable HQLA1, HQLA2A, HQLA2B and MLA classifications as per MAS-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 be used to generate forecasts of cash flows on both contractual and behavioral basis. The solution can also be integrated with stress testing and scenario generation engines to generate the forecasts.
Pre-built, but configurable HQLA1,
HQLA2A, HQLA2B, MLA, Eligible
Assets and Eligible Pledged Assets
Pre-defined Data Taxonomies
reusable across MAS 649/1015, MAS
758, MAS 704, MAS 613, MAS 640,
DIA-N01 & other MAS notices.
Pre-wired Business Rules to generate
metrics required for reporting across
MAS 649/1015, MAS 758, MAS 704,
MAS 640 and DIA-N01 reporting form.
Pre-built inter-report and intra-report
validation rules for reconciliation.
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
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