19 January 2018
visit www.ebaday.com

Aleri liquidity risk manager made generally available

06 May 2009  |  2105 views  |  0 Source: Aleri

Aleri, a leading provider of enterprise-class complex event processing (CEP) technology and CEP-based solutions, today announced the general availability of the Aleri Liquidity Risk Manager (LRM).

While the US Government's "stress tests" focused on macro economic factors affecting capital adequacy, Aleri's LRM solution takes stress testing to a deeper level, modeling expected future cash flows under different scenarios that include both macro and micro economic factors.

"We began developing the LRM prototype in the wake of the 2007 credit crisis and subsequent liquidity crunch where interbank lending froze that August. Our thesis at the time was that the practice of modeling liquidity risk from a static snapshot of a balance sheet and related mathematical models would give way to a more robust set of requirements that would combine the balance sheet information with a very rich and highly dynamic set of transactional and market information to provide much richer and much more dynamic views of liquidity risk," said Don DeLoach, CEO of Aleri. "While we did not anticipate the extent of the global financial crisis, it is clear that in its wake, the regulatory bodies are moving to adopt far more stringent guidelines for managing liquidity risk, up to and including the inclusion of dynamic transactional and market data. The FSA has already come forward with these guidelines, and it looks like the U.S. and other countries will adopt similar views as well. At its heart, LRM delivers a scenario engine designed precisely to meet those demands."

LRM provides insight into the effects of stress events on enterprise liquidity, enabling more effective contingent liquidity risk management practices and allowing key personnel to calculate liquidity gap positions, identify periods at risk, define and store liquidity scenarios, run stress scenarios against gap positions, intelligently apply and recommend use of counterbalancing capabilities to gap positions, and improve liquidity gap and ratio reporting to regulators.

Additionally, LRM arms liquidity risk managers, senior treasury managers, and treasury dealers with a comprehensive suite of real-time operational liquidity risk analysis capabilities, including:

  • Improved forecasting of future liquidity needs or surpluses
  • Optimize funding decisions and operations
  • Better support for defining contingent funding plans and
  • Transparent, enterprise-wide views of liquidity risk scenarios
    and mitigation strategies
  • Improved compliance with emerging and more stringent regulatory
    oversight requirements
  • Improved capabilities for predicting and responding to future
    liquidity exposures and risks

Aleri is now previewing the product to early customers, with general availability planned for end of May.

Comments: (0)

Comment on this story (membership required)

Related company news


Related blogs

Create a blog about this story (membership required)
visit www.ebaday.comvisit www.thomsonreuters.infovisit www.niceactimize.com

Top topics

Most viewed Most shared
Europe begins Open Banking era in subdued styleEurope begins Open Banking era in subdued...
11327 views comments | 32 tweets | 38 linkedin
Crypto mining threatened by power capacity concernsCrypto mining threatened by power capacity...
10361 views comments | 17 tweets | 18 linkedin
Wells Fargo to close 900 branchesWells Fargo to close 900 branches
9967 views comments | 14 tweets | 16 linkedin
KFC introduces Bitcoin BucketKFC introduces Bitcoin Bucket
9429 views comments | 18 tweets | 16 linkedin
FinTech Scotland appoints new CEOFinTech Scotland appoints new CEO
8525 views comments | 8 tweets | 6 linkedin

Featured job

Germany, Austria or Switzerland

Find your next job