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Prometeia launches Regulatory Liquidity ALMM

Prometeia, global leader in Risk Management consulting and software solutions, announced today the release of its ERMAS Regulatory Liquidity Module with Additional Liquidity Monitoring Metrics (ALMM).

This new component of the ERMAS Suite, fully integrated with the Prometeia Enterprise Risk Management platform, is designed to meet the increasing requirements set by regulatory authorities to more precisely identify all the sources of liquidity risk exposure.

The ALMM Module supports the automated production of the following regulatory reports:

  1. Concentration of funding by counterparty
  2. Concentration of funding by product type
  3. Prices for various lengths of funding
  4. Roll-over of funding
  5. Concentration of counterbalancing capacity by issuer/counterparty

ALMM will provide supervisory authorities with a more comprehensive view of a bank’s liquidity risk profile, drilling into more aspects that are not, or only partially are, represented by the LCR and NSFR indicators.

Massimo Pedroni, Prometeia’s Head of International Business: “The Basel III ratios were just the beginning of the evolution in Liquidity Risk Measures.  We anticipate additional changes in requirements. The design of ALMM will better position our clients to keep abreast of these changes.”

The auto-filling functionality of the module enables the generation of the target data structure according to essential, pre-defined formats such as the EBA templates (both in XLS and XBRL format) and the regulatory structures as requested by the various EU national supervisors. Additionally, the ERMAS Pivot Table maintains the data at granular level to ensure maximum flexibility in data analysis and interactive reporting.

The Regulatory Liquidity ALMM Module provides an unparalleled completeness of managerial and regulatory functionalities in order to meet the growing requirements of Treasury and Risk Management Departments, including:

  1. functional and technological integration of ALM, Liquidity and Market Risk analysis;
  2. full coverage of all major regulatory frameworks across EMEA;
  3. real-time data processing and interactive simulation capabilities;
  4. expedited analysis setup and completion supported by intuitive graphical user interfaces.

ERMAS, the new generation of value-centric Risk solutions by Prometeia, is used by over 200 clients in more than 20 different countries to support their most critical decisions and to comply with local and international regulatory requirements.

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