Regulatory
Reporting of
Liquidity Risk

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.

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Coverage of MAS Notices

MAS 649/1015

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.

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Highlights of the Solution

Assets

Pre-defined Configurations

Pre-built, but configurable HQLA1,
HQLA2A, HQLA2B, MLA, Eligible
Assets and Eligible Pledged Assets
classifications.

Reusability

Reusability

Pre-defined Data Taxonomies
reusable across MAS 649/1015, MAS
758, MAS 704, MAS 613, MAS 640,
DIA-N01 & other MAS notices.

Generate Metrics

Business Rules

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.

Validation Rules

Validation Rules

Pre-built inter-report and intra-report
validation rules for reconciliation.

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.

Business Requirement

Metric Scaling

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

Flexible

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

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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Our Knowledge Hub

Blog By Shrikanth Amruthraj, 28 Jul 2018

MAS 610 Assessment - Where to Start?

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Whitepaper 25 Jan 2019

A Review of Data-Cuts Required in the Propose...

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