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Ultipa introduces a monitoring tool, analysis engine and reporting platform to help firms to monitor, manage and report liquidity risk. The real-time liquidity results are performed on dashboards to optimize firms’ management practices. The top 3 features of Ultipa LRM include LCR management & reporting, real-time intraday liquidity monitoring & management and cash management and projection.

Pain Points

Traditional LRM solutions built on top of RDBMS (such as Oracle DBMS) has 4 major pain points:

SLOW

Large commercial and retail banks have tons of daily transactions, computing liquidity indicators like LCR takes long time, usually in T+1 manner, which poses as hurdle for more frequent system health checking, scenario simulation, or stress testing, and defers the decision-making process.

No Attribution Analysis, No Contribution Analysis

Without the capability of backtracing, 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 gain clarity into their core assets and liabilities therefore affecting profitability.

Black-Box: No Breakdown or Composition Analysis

Traditional RDBMS based LCR solutions calculate LCR indicator in a black-box fashion without any deep diving capability to explore any factors that offer in-depth understanding of a bank’s flowing liquidity risks and implications to its assets and liability management.

No Simulation or Stress Testing

Not being able to simulate in real-time, for instance, how good or bad the situations would go when certain enterprise customers, industries, branches, or bank accounts have situational changes.

Innovation

To achieve intraday LCR or even real-time business intelligence with LCR, you have to explore disruptive technologies like real-time graph computing. Ultipa LRM system has successfully helped a leading commercial and retail bank build its liquidity risk management graph system which won the "Achievement in Liquidity Risk Management” award in 2021 by The Asian Banker Award, it’s a worldwide first showcase of using graph technology to explore and manage liquidity risk with unprecedented speed, flexibility, and user-experience.

  • Real-time LRM
  • Attribution and Contribution Analysis
  • White-Box & Backtracing
  • Stress Testing & Simulation
  • Full 3D Visualization

Real-time LRM

The below diagram shows that Ultipa Graph DB (the core engine that powers the LRM system) has on average 10,000x performance gain over Oracle’s relational DBMS. In other Asset Liability Management scenarios, similar performance gains are repeatedly achieved.

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Oracle LRM vs. Ultipa LRM: Performance gain by 10,000x

Attribution and Contribution Analysis

Ultipa LRM allows user to drill down on the composition of daily liquidity indicator, such as LCR, to the finest granularity (per deal, per account, per customer, per segment, per branching center, ...).

Liquidity Risk Management (LCR)Ultipa LRMOracle LRM
Cluster Size (Instances)4 (HTAP)Unknown
LCR Computing Time≤2 Seconds≥3.5 Hrs (12,600 seconds)
Explainability(White-Box)YesNo(Black-box)
Attribution/Contribution AnalysisYesNo
Back-tracingYesNo
Stress-Testing/SimulationYesNo
VisualizationYesNo

White-Box & Backtracing

Graph computing offers great explainability. This is reflected in the way how data are aggregated and drilled down during the graph computing process underpinning any attribution analysis or scenario simulation. The transmitting paths shown on the dashboard visualizes everything in a white-box and highly explainable way.

Stress Testing & Simulation

Unlike traditional SQL based stress testing or scenario simulation process, Ultipa LRM offers real-time simulation, backtesting and stress testing with unlimited number of scenarios (combination of that many factors) made possible with the help of Ultipa Graph DBMS computing power and GQL’s unprecedented flexibility.

Full 3D Visualization

Ultipa offers end-to-end LRM solutions by leveraging Ultipa Server’s superior graph computing power and Ultipa Manager’s 3D visualization and highly interactive and business-personnel friendly dashboard, it’s a true one-of-a-kind killer app for banks to stay on top of their valuable assets and liabilities while satisfying domestic and international regulatory needs without hassles.

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Ultipa LRM – Real-time LCR Management

Significance

Ultipa LRM empowers modern banks to go real-time with their liquidity risk management and monitoring so that not only to meet regulatory requirements but also to strengthen internal controls, boost productivities and achieve improved profitability. Previous LRM solutions like Oracle are slow, headless, black-box and without much attribution analysis capability, with Ultipa LRM, you get a lightning fast, fully interactive dashboard with white-box explainability and real-time attribution/contribution analysis all by your fingertips with celerity and unprecedented flexibility.

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