Additional monitoring, on the same basis.
Production and analysis of the ALMM (additional liquidity monitoring metrics): contractual maturity ladder, concentration of funding and assets, prices for funding, consistent with the LCR and NSFR as they come from the same enriched accounting source.
Cash flows and schedules for flow-based metrics; balance sheet outstandings and positions for the other templates; securities and counterparty references.
Industrialised ALMM (additional liquidity monitoring metrics) templates and regulatory reporting, with their controls. Each metric comes with its analysis: a card and a commentary.
Natural-language reading of each metric, in French or English: the controls, funding concentration and its composition, commented from the engine's figures.
Contribution to the ILAAP
Monitoring metrics for the ILAAP (internal liquidity adequacy assessment process).
What the module covers.
Refinancing by maturity band.
Refinancing volumes broken down by counterparty category (wholesale unsecured, secured excluding central bank) and by maturity band, to read the concentration of maturities.
See RIALTO reason over your numbers.
We simulate a full analysis with your data types and the scenario of your choice.