Better manage and maintain liquidity with an integrated scenario-based frameworks
Algo One Liquidity Risk is an integrated, scenario-based framework that helps banks to more effectively manage and maintain liquidity. It offers extensive and detailed product coverage, multiple liquidity risk analytics, and wide range of stochastic scenario-based simulations to support advanced stress testing and help banks meet their regulatory compliance and business objectives.
Algo One Liquidity Risk features include:
- Multiple liquidity risk analytics offers integrated support for stochastic analysis, LCR, NSFR, ILG and counterbalancing capacity and more.
- Comprehensive coverage of risk issues provides a holistic view of market liquidity risk.
- Powerful Web-based GUI enables optimal ease of use.
- Balance sheet risk policy support enables more effective capital usage within the bounds of an explicit risk appetite or tolerance.
- Advanced scenario generation engine supports enhanced stress testing to help meet supervisory guidelines.