Press release - "Liquidity Modelling solution takes the pressure off C. Hoare & Co."
Find out how our ALFI® solution is helping the UK's leading independent private bank, C. Hoare & Co., meet the FSA’s mandate for managing liquidity risk
A purpose-built liquidity modelling solution
Find out about Whistlebrook's Analytics for Financial Institutions (ALFI®) automated solution for liquidity modelling
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AnaLytics for Financial Institutions Liquidity Modelling (ALFI®LM)
A low cost, purpose built Liquidity Modelling solution
ALFI® is a packaged business intelligence application that gives retail banks, building societies, investment banks and other financial institutions a central, interactive solution for collating and analysing vital management information.
The standalone module for Liquidity Modelling was developed in collaboration with Whistlebrook clients and is recognised by the FSA. It gives you the ability to model multiple liquidity related scenarios –discreetly or in combination.
You can model:
- General loss of deposits
- Loss of key customer types
- Losses on treasury assets
- Interruptions to the payments system
- Counterparty failure
- Loss of money market liquidity
- Loss of market confidence
Includes ‘business as usual’ calculations
ALFI®LM will perform all ‘business as usual’ calculations, as well as assessing the impact on your liquidity buffer.
Users can propose management actions and ALFI®LM will recalculate the impact. Management actions can be amended and remodelled iteratively until you reach a satisfactory conclusion.
ALFI®LM includes functionality to classify customers and accounts (stickiness) as either Type A or B, and takes this into account in scenario testing.
With ALFI®LM you can model the following normal business activity:
- Product migrations
- Interest rate changes
- Interest calculation
- Interest capitalisation/payment
- Deal maturities
- Product maturities
Automated reporting
You can feed ALFI®LM results into the ALFI® Management Information module to provide sophisticated business intelligence reporting, graphics and analysis to the business. ALFI will interface with your electronic regulatory reporting system so that you can provide instant updates on your liquidity status.
Benefit from improved business intelligence
Although it works as a standalone solution, ALFI®LM can also be integrated with other modules ALFI® business intelligence solution. You could choose to implement additional modules or develop your own bespoke solutions on the ALFI® platform.
Additional modules include:
- Management Information – A single, integrated view of performance and operational data
- Financial Planning – Full modelling for all areas of your business
- Regulatory Reporting – Automated electronic transfer of regulatory data to the FSA/BoE
