FRSGlobal

A-Team Group, November 2009 - Liquidity Risk Management Directory

FRSGlobal provides solutions for all aspects of the new liquidity regime including regulatory reporting, stress testing, data management and management reporting. Our solution enables the analysis of funding and market liquidity risk and distinguishes between cash flows which are fully contract determined, market-dependent or contingent on assumptions of the client behaviour. It can include static positions and/or new business. More advanced analyses calculate the liquidity at risk based on Monte Carlo simulations. Stress testing can incorporate the widest range of scenarios, with behavioural characteristics of markets and counterparties being appropriately modified under different conditions.

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