Argus’ Liquidity reporting suite helps banks to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for Liquidity Coverage Ratio (LCR), Minimum Liquidity Holdings (MLH), and Net Stable Funding Ratio (NSFR) frameworks. The solution offers pre-built, but configurable HQLA1, HQLA2A, HQLA2B and MLH classifications as per APRA-defined norms. It allows users to parameterize haircuts, outflow rates, and inflow rates at the most granular level required. Similar configurable classifications and parameterizable haircuts are available against Available Stable Funds (ASF) and Required Stable Funds (RSF) for domestic LCR banks which need to comply with NSFR standards. The solution has an in-built time-series forecasting engine, which can generate the 3-year Funding Plan report using the historical database of a bank ADI, but it can also be integrated with a bank’s stress testing and scenario generation engine to generate this report. The entire Liquidity reporting suite runs on Argus’ BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) system of a bank to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

Key features of the product:

  • Pre-built, but configurable HQLA1, HQLA2A, HQLA2B, MLH, ASF and RSF classifications
  • Parameterizable Haircuts, Outflow rates and Inflow rates
  • Configurable reporting consolidation at Level 1 and Leve 2 as required by ARS 210.0
  • Support for data adjustments to reported fields
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Data profiler tool to define and validate against configurable data quality thresholds
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Review Process Flow (RPF) engine to easily create any number of user-defined workflows with any number of approval levels
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Liquidity reporting forms covered:

Argus’ Liquidity reporting suite helps banks to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for both Liquidity Coverage Ratio (LCR) and Minimum Liquidity Holdings (MLH) frameworks. The solution offers pre-built, but configurable HQLA1, HQLA2A, HQLA2B, and MLH classifications as per APRA-defined norms. It allows users to parameterize haircuts, outflow rates, and inflow rates at the most granular level required. The solution has an in-built time-series forecasting engine which can generate the 3-year Funding Plan report using the historical database of a bank ADI, but it can also be integrated with a bank’s stress testing and scenario generation engine to generate this report.  The entire Liquidity reporting suite runs on Argus’ BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) systems to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

Key features of the product:

  • Pre-built, but configurable HQLA1, HQLA2A, HQLA2B, and MLH classifications
  • Parameterizable Haircuts, Outflow rates and Inflow rates
  • Support for data adjustments to reported fields
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Data profiler tool to define and validate against configurable data quality thresholds
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Review Process Flow (RPF) engine to easily create any number of user-defined workflows with any number of approval levels
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Liquidity reporting forms covered:

Argus’ Liquidity reporting suite helps non-bank ADIs to comply with APS 210 liquidity prudential standards. It is a comprehensive solution, equipped with classification, computation and reporting engines for the Minimum Liquidity Holdings (MLH) framework. The solution offers pre-built, but configurable MLH classifications as per APRA-defined norms, and thereby automates computation of MLH ratio. The solution has an in-built time-series forecasting engine which can generate the 3-year Funding Plan report using the historical database of a non-bank ADI. The entire Liquidity reporting suite runs on Argus’ BCBS 239 compliant regulatory reporting data platform. This data platform can be integrated with Asset Liability Management (ALM) systems to generate Contractual Maturity Mismatch reports. The solution also generates the Daily Liquidity Report by leveraging the same engines used for reporting LCR and MLH.

Key features of the product:

  • Pre-built, but configurable MLH classifications
  • Time-series forecasting engine for generating 3-year Funding Plan report
  • Configurable reporting consolidation at Level 1 and Leve 2 as required by ARS 210.0
  • Support for data adjustments to reported fields
  • Ability to drill-down from reported fields for tracing errors and mismatches
  • In-built calendar to automate generation of reports at pre-defined frequencies
  • Edit-check engine to create any number of user-defined inter-report and intra-report validation rules
  • Data profiler tool to define and validate against configurable data quality thresholds
  • Configurable scaling factor for reporting financial position and performance as per regulatory/ business requirements
  • Support for multiple reporting formats – xlsx, xbrl, pdf etc.
  • Version controller for reporting forms with the ability to archive and access old reports
  • Pre-built process workflows to suit the organization structure
  • User management tool to create and manage users, roles, and access controls
  • System generated log files for Audit Trail

Liquidity reporting forms covered:

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