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Killer App: Liquidity Risk Management (LCR)

Liquidity Risk Management is a major compliance feature mandated by Basel ll, the 3d installment of the Basel Accords in response to the 2007-2008 global financial crisis. It is intended to increase bank liquidity while strengthening its capital requirement.

Ultipa offers end-to-end LRM solutions by leveraging Ultipa Server's superior graph computing power and Ultipa KG's 3D visualization, it's a true one-of-a-kind killer app for banks to master with their assets and liabilities meanwhile satisfying domestic and international regulatory needs without hassles. Factors like LCR(Liquidity Coverage Ratio) are managed and computed in real-time in a fully explainable white-box fashion, with unprecedented features like real-time simulation, backtracking, quantification (i.e., top contributors to LCR), and high visualization.

A Screenshot of The Ultpa LCR System

LCR = HQLA (High-Quality Liquid Asset Amount) / Total Net Cash Flow Amount

The LCR system by Ultipa supports various kinds of data sources:

  • Data Warehouses
  • Data Lakes
  • Trillion Scale

Business features of LCR system facilitated with Ultipa deep graph computing include but are not limited to below:

  • Real-time LCR
  • Discount Rules
  • Backtracking / Simulation
  • Customer Contribution

Superior user experience augmented by LCR system's high visualization performance is brought with functions as:

  • 3D Transmitting Paths
  • Graphical Simulation
  • Trend Monitoring
  • Full-text Visual Search

Overall features and performance of the liquidity risk operational flow of LCR system:

  • 80+ Tables
  • 1,000s of Fields
  • Trillions of Data
  • Daily Updates
  • Entire Bank Coverage
  • Cross-BU Collaboration

Liquidity Risk Operational Flow

A recommended LRM HTAP Cluster Setup:

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