Algo Liquidity Risk

Better manage and maintain liquidity with an integrated scenario-based frameworks
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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.