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1. www.finalyse.com › blog › implementation-and-changeFinalyse: QRM: Implementation and Change Management

   www.finalyse.com › blog › implementation-and-change

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   Mar 19, 2020 · QRM (Quantitative Risk Management) is a leading Asset & Liability Management (ALM) system widely used by Banks that are subject to high regulatory scrutiny from a market and liquidity risk perspective. Within the ALM and Market Risk context, the QRM Framework enables users to model complex assets, liabilities, and off-balance-sheet instruments.

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     Finalyse Group "The Artist" - Avenue des Arts, 9, B-1210...

2. assets.ey.com › content › damLiquidity reporting challenges and trends (pdf) - EY

   assets.ey.com › content › dam

   Data acquisition is a frequent challenge for liquidity reporting. Data must be enriched with processing and allocation logic during transformation to allow for repeatable, daily data retrieval. Data elements are frequently not entered correctly at the point of data capture, since those responsible are not aware of the downstream impacts of ...

3. www.bis.org › basel_framework › chapterBasel Framework - Bank for International Settlements

   www.bis.org › basel_framework › chapter

   Dec 15, 2019 · Consistent with their broader liquidity risk management responsibilities, bank management will be responsible for collating and submitting the monitoring data for the tools to their banking supervisor. 2 It is recognised that banks may need to liaise closely with counterparts, including payment system operators and correspondent banks, to collate the data.

4. www.msci.com › documents › 1296102SETTING THE STANDARD FOR LIQUIDITY ANALYTICS - MSCI

   www.msci.com › documents › 1296102

   Oct 24, 2016 · LiquidityMetrics is currently delivered through MSCI RiskManager and enables users to benefit from a single liquidity platform and methodology to: Support liquidity risk management and regulatory risk reporting requirements. Perform portfolio liquidity capacity-checks and assess the underlying time horizon required for liquidation.

5. www.fisglobal.com › - › mediaLIQUIDITY RISK MANAGEMENT

   www.fisglobal.com › - › media

   Regulatory requirements to liquidity risk management and reporting have thus grown exponentially. As a result, the banking industry now faces a number of major challenges, such as the need for qualitative and quantitative liquidity assessment, data granularity, increased reporting frequency, firm-wide risk governance

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6. analystprep.com › study-notes › frmLiquidity Risk Reporting and Stress Testing - AnalystPrep

   analystprep.com › study-notes › frm

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   Jul 6, 2023 · In the UK, quantitative liquidity reporting is a core part of the regulatory regime. The full requirement applies to individual liquidity adequacy standards (ILAS) firms. Some smaller institutions and foreign branches are not ILAS firms. As such, the regulatory authority will agree on the format and frequency of liquidity reporting on a case-by ...

7. People also ask

   What is quantitative liquidity reporting?

   • In the UK, quantitative liquidity reporting is a core part of the regulatory regime. The full requirement applies to individual liquidity adequacy standards (ILAS) firms. Some smaller institutions and foreign branches are not ILAS firms.

   Liquidity Risk Reporting and Stress Testing - AnalystPrep

   analystprep.com/study-notes/frm/liquidity-risk-reporting-and-stress-testing/

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   What is daily liquidity reporting?

   • Daily liquidity reporting is a complex process. Often, the best processes require manual adjustments and coordination across various functions (e.g., regulatory reporting, data providers, data governance, risk management, LOBs).

   Liquidity reporting challenges and trends (pdf) - EY

   assets.ey.com/content/dam/ey-sites/ey-com/en_us/topics/financial-services/ey-liquidity-reporting-challenges-and-trends.pdf?download

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   What is a liquidity risk monitoring tool?

   • The monitoring tools provide a reporting framework complementing the BCBS ”Principles for Sound Liquidity Risk Management and Supervision” dated September 2008, which provide guidance for banks on their management of liquidity risk and collateral and which state: “A bank should actively manage its intraday

   Intraday liquidity reporting - Swift

   www.swift.com/sites/default/files/documents/intraday_liquidity_reporting_whitepaper_57049.pdf

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   What are the points considered in regular liquidity qualitative reporting?

   • The points considered in regular liquidity qualitative reporting are the following: Substantial changes in the 1-week and 1-month liquidity ratios. Any changes in cash and liquidity gap in the Cumulative Liquidity mode. The essential changes to the Liquidity Risk Factor. Shrinkage or growth of asset books.

   Liquidity Risk Reporting and Stress Testing - AnalystPrep

   analystprep.com/study-notes/frm/liquidity-risk-reporting-and-stress-testing/

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   Why is data acquisition a challenge for liquidity reporting?

   • Data acquisition is a frequent challenge for liquidity reporting. Data must be enriched with processing and allocation logic during transformation to allow for repeatable, daily data retrieval.

   Liquidity reporting challenges and trends (pdf) - EY

   assets.ey.com/content/dam/ey-sites/ey-com/en_us/topics/financial-services/ey-liquidity-reporting-challenges-and-trends.pdf?download

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   What is liquiditymetrics?

   • LiquidityMetrics provides one liquidity analytics standard throughout the organization. MSCI is a leading provider of critical decision support tools and services for the global investment community.

   SETTING THE STANDARD FOR LIQUIDITY ANALYTICS - MSCI

   www.msci.com/documents/1296102/8335426/MSCI_LiquidityMetrics_Factsheet.pdf/1ef81401-d1d4-6e84-834c-f03d3225c318

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8. www.swift.com › sites › defaultIntraday liquidity reporting - Swift

   www.swift.com › sites › default

   retrospective reporting on seven intraday liquidity measures. Each firm will report both globally and at the level of each legal entity, for all accounts and currencies where they act as a self-clearer, Nostro user or Vostro provider. The official start date for BCBS reporting is set for January 2015. National supervisors are given the authority to