Liquidity Risk Management

Liquidity Risk Management

Tools and metrics to monitor and manage liquidity risk


Katalysys has assisted a number of clients in a wide range of liquidity related activities ranging from developing liquidity risk management framework to defining key liquidity metrics to monitor and manage liquidity risk. We have provided automating solutions for day-to-day management of liquidty based on the new FSA liquidity guidelines.

Practitioner's documents:

1) Liquidity risk management - mismatch GAPs : Provides an insight into the various mismatch GAPs a firm can use to managed liquidity risk. These GAPs are based on the FSA's Liquidity Metrics Monitor (LMM).

2) Calculation of the Liquid Asset Buffer (LAB) requirement : Provides a detailed step-by-step guide to calculate the firm's liquid asset buffer based on the new regulatory requirement (PS09/16).