Tezauri™ NSFR module

The liquidity risk management process is of great importance for every commercial bank, given that efficient liquidity risk management enables higher productivity of the entire financial system. In anticipation of the legislation that will regulate the issue of including the NSFR - an indicator of structural liquidity for the purpose of reporting to the regulator - National bank of Serbia, ASEE has prepared Thesauri™ NSFR module that efficiently deals with this issue, enabling banks to be more accurate, compliant and transparent with their liquidity risk management.

Thesauri™ NSFR module allows the bank to easily monitor and calculate NSFR - structural liquidity ratio. This way, the bank fully complies with regulations and reduces the risk of financing over a longer period of time by financing its long-term activities with stable sources of financing.

Tezauri™ NSFR module is a complete, business-oriented software solution that makes it easier for the bank to take care of data, contains all legal calculations and reports as well as the ability to test hypothetical situations to see the effect of change at work on compliance status.

Like all other Tezauri™ Basel III solution modules, the NSFR module, in addition to providing the bank with full compliance with applicable regulations, also provides additional functionalities for internal liquidity risk management. In this regard, it is very important to point out that the bank has the ability to deal with open issues related to maturity mismatch and thus protect against the effects of a significant decline in profitability or solvency, which could occur due to rising risk factors or events of material importance to the bank's reputation.

The following functionalities are available to the bank for internal liquidity risk management through monitoring of structural liquidity indicators:

• Complete data analytics with the possibility of changing inaccurate or entering some missing data
• Analysis of data quality and calculation results through independent generation of overviews of analytical data and calculation results in excel format, which enables sending by e-mail, various filters, etc.
• Ability to view history, the system remembers the history of data and calculations, the algorithms used and the results of calculations as well as the parameterization on the basis of which the calculations were performed.

Interested in improving your efficiency today? Contact us at sales@asseco-see.com