A key enabling tool in all aspects of our work with clients is the deployment of the Intraday Liquidity Simulator

simulator

  • Low tech & Offline
  • High value focus
  • Quick results
  • Visual impact
  • Educational
  • Engaging
  • Real data use
  • Models outcomes

Proven track record with banks & large corporates, the ILS can help:

  • actively manage intraday liquidity risk
  • identify key counterparties, customers, nostro agents & systems vis-à-vis intraday liquidity
  • highlight key times, days & circumstances where liquidity flows and intraday credit might be particularly high
  • understand the business needs underlying the timing of liquidity flows
  • model key positions frequently during the day and improve intraday forecasts

All of the above are required to meet Regulatory Compliance
(source: APRA Prudential Guide Jan 2014)


GIF