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Liquidity Risk Manager

Liquidity risk ranks at the top of every bank’s agenda. A bank’s need to manage operational liquidity in a timely manner at the enterprise level has “moved away from a ‘nice to have’ to the level of necessary utility status— as important as the electricity for running your business,” according to Ralph Silva, European Research Director with the Tower Group. The ability to measure, monitor, control, and stress test liquidity exposure is fundamental to the future success of today’s global banks.


Sybase’s Liquidity Risk Manager (LRM), is a module that compliments and extends the capabilities of Sybase’s award-winning Liquidity Management Suite (LMS). Sybase’s Liquidity Risk Manager can be used in conjunction with Liquidity Management Suite or on its own to analyze, at a high granularity level by product, business line, location, and currency, a bank’s global operational liquidity risk over a short- to medium-term time horizon.

Liquidity Risk Manager provides insight into the effects of stress events on enterprise liquidity, enabling more effective contingent liquidity risk management practices and allowing key personnel to:

  • Calculate forward liquidity exposure (FLE) positions
  • Identify periods at risk
  • Define and store liquidity scenarios and parameters by end users themselves
  • On demand run stress scenarios against FLE positions
  • Intelligently apply and recommend use of counterbalancing capabilities to FLE positions
  • Improve liquidity mismatch reporting to regulators (EMR) and bank’s management

For use by liquidity risk managers, senior treasury managers, and treasury dealers - providing a comprehensive suite of operational liquidity risk analysis capabilities, including:

  • Improved forecasting of future liquidity needs or surpluses
  • Optimize funding decisions and operations
  • Better support for defining contingent risk plans and strategies
  • Transparent, enterprise-wide views of liquidity risk scenarios and mitigation strategies
  • Improved compliance with emerging and more stringent regulatory oversight requirements
  • Improved capabilities for predicting and responding to future liquidity exposures and risks

Detailed Analysis Features for Advanced Users
Advanced functionality tailored to precise liquidity risk analysis needs includes:

  • Cash flow generator (to generate cash flows from deal, loan advance, or equivalent transaction records)
  • Bucketing process (to map cash flows to user defined time period positions, such as combinations of days, weeks, months, and quarters)
  • FLE engine (to determine future liquidity exposures)
  • Scenario definition
  • Stress criteria definition
  • Counterbalancing capability engine
  • Results visualization
  • A simplified user interface
  • Output to industry-standard report writers
  • Easy downloads to Excel

Multiple Analytical Perspectives
On-demand views of forward liquidity exposure provide key insight into a wide range of business and market scenarios, including:

  • Balance sheet view
  • Legal view of business/contracts
  • Normal situation (ongoing concern)
  • Business as usual
  • Market stress
  • Name crisis (own credit rating downgrade)
  • User configured scenarios


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