BASEL III Liquidity Ratios
BASEL III LR Module ensures daily regulatory compliance for financial institutions by accurately computing LCR, NSFR and related disclosures at a granular level.
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OverviewOverview

The Basel Committee on Banking Supervision introduced two liquidity ratios, the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR), as part of the Basel III reforms. These ratios are aimed at ensuring that financial institutions have sufficient liquidity to meet their short-term and long-term obligations under stress scenarios. Compliance with these ratios is critical for financial institutions, and accurate reporting on a daily basis is necessary to maintain regulatory compliance.

Surya's BASEL III LR Module, along with its superfast data engine, enables financial institutions to accurately calculate and report on these liquidity ratios. The solution is designed to collect specific data and calculate these ratios at the most granular level, while accounting for various regulatory requirements. It provides a range of scenarios and generates comprehensive reports for various regulatory requirements, enabling financial institutions to comply with regulations with ease. With Surya's BASEL III LR Module, financial institutions can rest assured that their liquidity ratio reporting is accurate, timely, and compliant.

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FeaturesFeatures
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The run-off of a proportion of retail deposits (not applicable for non-deposit taking NBFCs)
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A partial loss of unsecured wholesale funding capacity
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A partial loss of secured, short-term financing with certain collateral and counterparties
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Additional contractual outflows that would arise from a downgrade of Bank/FI in the public credit rating by up to three notches, including collateral posting requirements
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Increase in market volatilities that impact the quality of collateral or potential future exposure of derivative positions and thus require larger collateral haircuts or additional collateral, or lead to other liquidity needs
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Unscheduled draws on committed but unused credit and liquidity facilities that the Bank/FI has provided to its clients. The potential need for the Bank/FI to buy back debt or honour non-contractual obligations in the interest of mitigating reputational risk
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Customer Stories
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2023-02-14
Implementation of BALM at DOHA Bank
Incorporated in 1978, Doha Bank is one of the largest commercial banks in the State of Qatar. Doha Bank serves individuals, corporate and institutional clients across Qatar and internationally. The Bank has total asset of USD 20.36 billion with its loan portfolio of USD 13.96 billion and deposit portfolio of USD 12.42 billion. Doha bank has banking operations in Kuwait, UAE and recently started its operations in India.Read more
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2023-02-14
IMPLEMENTATION OF BALM AT AXIS BANK
Axis Bank is one of the three largest private sector banks in India, providing services to customers from SME, agriculture, retail business segment and large & mid corporates, the bank has a growing asset size of above 60 Billion USD.Read more
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