Liquidity at Risk

Your Advantages
Risk controlling and risk management Fulfilment of regulatory requirements §11 KWG, §25a KWG, MaRisk (German Banking Act) and Basel II Full utilization of earnings potential MaRisk check for short-term liquidity management Fast, inexpensive product launch thanks to expert, comprehensive support Estimates with high quality the liqudity risk (model accuracy up to 99.82%)

Your Advantages

Risk controlling and risk management
Fulfilment of regulatory requirements §11 KWG, §25a KWG, MaRisk (German Banking Act) and Basel II
Full utilization of earnings potential
MaRisk check for short-term liquidity management
Fast, inexpensive product launch thanks to expert, comprehensive support
Estimates with high quality the liqudity risk (model accuracy up to 99.82%)

Earnings-oriented Liquidity-risk Management With the new LaR solution we can make bank-specific estimates of their short-term liquidity risk. This solution is based on the dissertation "Liquidity at Risk zur Steuerung des liquiditätsmäßig-finanziellen Bereiches von Kreditinstituten" (Liquidity at Risk for controlling the liquidity-related finances of banks) written by Dr. Zeranski.
Liquidity Risk is Growing in Importance The bank-specific systemization of liquidity risk is becoming increasingly important as regulatory and legal requirements intensify. In particular Basel II and MaRisk demand that banks quantify their liquidity risk on the basis of inflows and outflows of funds from each different institute. First Product of its Kind on the Market Our solution is the first product on the market to fulfil the demands on calculating and managing short-term liquidity in combination with strict backtesting. With the LaR solution banks fulfil important bank-regulatory risk-management requirements, and in most cases you can reallocate their (usually excessive) liquidity reserves to improve earnings.

Earnings-oriented Liquidity-risk Management

With the new LaR solution we can make bank-specific estimates of their short-term liquidity risk. This solution is based on the dissertation "Liquidity at Risk zur Steuerung des liquiditätsmäßig-finanziellen Bereiches von Kreditinstituten" (Liquidity at Risk for controlling the liquidity-related finances of banks) written by Dr. Zeranski.

Liquidity Risk is Growing in Importance

The bank-specific systemization of liquidity risk is becoming increasingly important as regulatory and legal requirements intensify. In particular Basel II and MaRisk demand that banks quantify their liquidity risk on the basis of inflows and outflows of funds from each different institute.

First Product of its Kind on the Market

Our solution is the first product on the market to fulfil the demands on calculating and managing short-term liquidity in combination with strict backtesting. With the LaR solution banks fulfil important bank-regulatory risk-management requirements, and in most cases you can reallocate their (usually excessive) liquidity reserves to improve earnings.

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