Company profile for MORS Software

MORS LIQUIDITY MANAGER MORS Liquidity Manager is a real-time solution for Treasury, ALM and Liquidity Risk managers in banks.

MORS Liquidity Manager offers real-time analysis and stress testing functionality for internal management, monitoring, forecasting and steering of liquidity.

KEY FUNCTIONALITIES

• Stress testing tool for internal management, monitoring, forecasting and steering purposes.
• Combining internal liquidity metrics and scenarios with regulatory requirements.
• Delivered with a default configuration for Basel III LCR (also other national LCR adaptations).
• Funding gap, Funding mismatch, Concentration risk.
• Liquidity buffer management - All positions split in unencumbered and encumbered, with a link to Collateral Management.
• Monitoring cash flows on net and gross bases by counterparty (Intra-day liquidity).
• Early warning indicators with alerts and warnings.
• Off Balance Sheet contingent exposure follow-up.
• Transparent picture of the bank's consolidated liquidity position over time zones and continents with drill-down to transaction level.

» More about: MORS LIQUIDITY MANAGER MORS BALANCE SHEET MANAGER MORS Balance Sheet Manager is a real-time solution for treasurers and ALM managers in banks.

MORS Balance Sheet Manager enables treasurers and ALM managers to make optimal risk management decisions, and to maximise profits by avoiding unnecessary capital reserves and liquidity buffers.

KEY FUNCTIONALITIES

• Long term liquidity and Balance Sheet Management tool to be added to MORS Liquidity Manager™.
• Long term funding planning (including Net Stable Funding Ratio).
• Margin analysis (Net Interest Margin and Net Interest Income):
• Treasury report with purchase value, yield and cost by each Asset and Liability class.
• Capital allocation/Capital planning:
• Measurement of interest rate risk at various future time points for various business units.
• Estimating future margins with current position:
• Automatic rolling of maturing transactions (Roll Over Original).
• Automatic rolling with changed transaction terms (Roll Over Special).

» More about: MORS BALANCE SHEET MANAGER MORS TRANSFER PRICE MANAGER MORS Transfer Price Manager is a real-time solution for dynamic Funds Transfer Pricing (FTP) for Treasury, ALM and Balance Sheet managers in banks.

MORS Transfer Price Manager is an efficient steering tool, where FTP levels can be altered dynamically and the effects can be monitored in real-time. It enables banks to create a highly automated and transparent internal funds transfer pricing process.

KEY FUNCTIONALITIES

• Automated, flexible and transparent solution.
• Pricing based on infinite amount of user-defined curves.
• Contingent liquidity cost included, such as Liquidity buffer cost.
• FTP levels for any product, business line, client segment can be altered dynamically.
• Possibility to incorporate bonus and malus for efficient steering.
• Complete drill-down and monitoring of FTP-effects for all transactions.
• Highly automated FTP process.
• Dynamic FTP solution offering a powerful combination of ALM, Front-Office, Treasury and Data Consolidation solution features.

» More about: MORS TRANSFER PRICE MANAGER MORS TREASURY MANAGER MORS Treasury Manager is a real-time solution for treasury operations in banks.

MORS Treasury Manager creates dynamic real-time visibility to positions, counterparties, risks and P/L for bankers to be able to make optimal funding, hedging and risk management decisions against limits and continuously changing market conditions. A full STP Treasury Solution with a wide range of modularised functionalities.

KEY FUNCTIONALITIES

• Deal capture (directly in MORS or interfaced with any deal execution platforms).
• Position keeping (all Asset and Liability classes, wide instrument coverage).
• Measurement, monitoring, managing, limiting and reporting by using one solution (from daily operations to regulatory reporting).
• Multi risk scenario simulation (stress testing).
• Modularised structure (with full STP Treasury Solution functionality):
  • P/L decomposition (Curve, Spread, Ccy, Price, Cash carry, Discount carry).
  • Risk analysis (IRR, Liquidity, Ccy and C-party i.e. for both market and credit risk).
  • All analysis by any time period, business unit, portfolio, counterparty or contract.
  • Limit controls (pre-deal, real-time and after, for internal, external and regulatory purposes).
  • Payment transactions.
  • Accounting entries.

» More about: MORS TREASURY MANAGER MORS TRADING BOOK MORS Trading Book is a real-time consolidation tool for banks' trading operations with several front-office systems.

MORS Trading Book enables the head of markets, CROs and top management to have a real-time total picture over the operations covering all asset and liability classes, limit structures and P/L.

KEY FUNCTIONALITIES

• Real-time consolidated trading book (interfaced with any deal, F/O and source system).
• Consistent valuation based on one set of deal and market data.
• Automated deal and market information controls.
• Multi risk scenario simulation (stress testing).
• Modularised structure:
  • Position analysis (all Asset and Liability classes, wide instrument coverage).
  • P/L decomposition (Curve, Spread, Ccy, Price, Cash carry, Discount carry).
  • Risk analysis (IRR, Liquidity, Ccy, C-party).
  • All analysis by any time period, business unit, portfolio, counterparty or contract.
  • Limit controls (pre-deal, real-time and after; for internal, external and regulatory purposes).
• Also available as an Independent Risk Control edition.

» More about: MORS TRADING BOOK MORS MULTI SITE MANAGER MORS Multi Site Manager is a real-time solution for liquidity managers, treasurers and controllers in a central unit of a banking group.

MORS Multi Site Manager enables creating a global 24/7 trading and control function over time zones with smoothly transferrable user rights.

KEY FUNCTIONALITIES

• Connects any wanted combination of MORS solution instalments together.
• Real-time view on both consolidated total and single transaction level.
• Both for business driven and control driven usage.
• Full drill down analysis with unified instrument, counterparty and portfolio names.
• Time Machine for full analysis at any given historical time point, or between any two time points.
• Segregated user rights.
• Transferrable user rights for 24/7 trading and control usage across time zones.

» More about: MORS MULTI SITE MANAGER MORS ALERTS & WARNINGS MORS Alerts & Warnings is an add-on solution for any MORS user.

The proactive alerts of MORS Alerts & Warnings are always on, saving time and manual effort by continuously monitoring and detecting deviations against set limits. MORS Alerts & Warnings performs automated real-time controls for the bank to prevent unexpected losses.

KEY FUNCTIONALITIES

• Real-time follow-up of all activities in the system on 24/7 bases.
• Saving, categorising and documenting all activities.
• Proactive alerts (always on, always alert).
• User specific alerts by responsibility area.
• Log listings of all actions taken.
• Releases users time, from unnecessary routines to understanding the business by:
  • Pointing out prioritised tasks, directing the users to concentrate on relevant issues.
  • Guiding the IT and operations resources.
  • Keeping non MORS using senior management informed about issues needing their attention.

» More about: MORS ALERTS & WARNINGS MORS VaR MORS VaR is an add-on solution for MORS liquidity management and MORS treasury and trading solutions.

MORS VaR with its extremely fast Cuda-calculation engine enables ultimate scenario analysis for running the bank with maximum safety and minimised economic capital cost, through real-time capital and liquidity optimisation.

KEY FUNCTIONALITIES

• Full valuation and analytics:
  • Analytic pricing formulas.
  • Sensitivity and scenario analysis.
  • Monte Carlo and Historic simulation, Back testing.
• Graphics processor Cuda technology:
  • Up to 100 x calculation speed compared to regular computing power.
  • Real-time VaR.
• Intelligent data control:
  • Checking missing points and data series.
  • Volatility control of incoming data.

» More about: MORS VaR