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Liquidity Risk Management: LCR

LCR (Liquidity Coverage Ratio) is a major compliance feature mandated by Basel III, the 3rd installment of the Basel Accords in response to the 2007-2008 global financial crisis. LCR is intended to increase bank liquidity while strengthening its capital requirement. Ultipa offers end-to-end LCR 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 mastering with their assets and liabilities meanwhile satisfying domestic and international regulatory needs without hassles.

Application

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Pain Points

  • Black-Box

    Previously, Oracle-based LCR solutions are black box without interpretability, it’s just for the calculation of a single value of LCR, without any deep diving capability to explore any other factors that offer in-depth understanding of a bank’s assets and liabilities.

  • No Backtracking

    Without the capability of backtracking, banks will NOT know what factors contribute most to the changes of LCR, and what the paths of impact are. Without such information, it would be impossible for banks to get clarity into their core assets and liabilities.

  • No Simulation

    Being able to simulate in real-time, for instance, to understand how badly the situations go when certain bank branches, industries or bank accounts are having problems, will absolutely help banks to be well prepared for their businesses and mitigate the risk of lower than acceptable liquidity.

  • No Visualization

    Visualization helps bank managers to get visual clues and better understand how LCR is calculated based on a large flowing network of data, it’s very intuitive and interpretable. Essentially 3D visualization is way more helpful and expressive than traditional Excel based model of working with liquidities and risks.

Solution Characteristics

  • Real-time LCR

    Previously, banks can’t get a grasp on their LCR unless hours or days after data are ready. With Ultipa, real-time computing of LCR is a reality.

  • Everything Quantifiable

    Wanted to know factors, accounts, businesses that contributed the most to LCR? Ultipa LCR makes all data quantifiable and respond to your quant needs in real-time and white-box fashion.

  • Highly Visualized

    Tired of back-box and un-interpretable LCR or liquidity risks? Ultipa LCR offers high–performance 3D management console for smooth and intuitive LCR explorations like never before.

Advantages

  • White-box & Interpretability comes with full 3D visualization offered by Ultipa LCR.

  • Real-time backtracking gives the banks unprecedented capability to track their core assets and liabilities.

  • Real-time Simulation gives banks the ability to simulate the future of their businesses like never before.