Liquidity Risk

Our software offers a truly integrated solution—from rapid data collection to effective liquidity monitoring, robust stress testing and flexible reporting, while ensuring you are meeting ever tightening regulatory requirements.

Recent financial turmoil has brought to the surface deficiencies in financial institutions’ liquidity risk measurement, management and contingency planning. Financial institutions need to deliver cash flow projections faster than ever before while accurately quantifying the liquidity costs and risks inherent in their business activities.

Consolidate Your Group-Wide Data, From One Central Location

Effective data management is critical to achieving sound liquidity monitoring. At the core of our solution is a robust data mart containing a comprehensive description of all relevant financial instruments. This connects to all the disparate systems where your transaction data is stored, giving you rapid access to data from one central location. You control the data quality processes including limit setting and daily monitoring, to ensure you always have an accurate, consistent and single view of your liquidity risk.

Monitor Your Key Risk Drivers Through Robust Stress-Testing

Monitor and analyse your organisations liquidity risk drivers, allowing you to apply customized assumptions on a daily basis. You can even adapt scenarios to regulator demands for both idiosyncratic and market-wide stress testing.

Streamline Your Regulatory Reports

Fermat is an expert in delivering regulatory reporting and solutions and we bring this expertise to liquidity reporting. We integrate the latest national regulations as they evolve, saving you the time and expense of building and updating your own reports, while at the same time keeping you fully compliant.

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