SAP Liquidity Risk Management (LRM)

Liquidity Management Suite (LMS) integrates information on payments and enterprise-wide transactions, using Sybase IQ and Sybase ASE

The new version of Sybase LMS significantly expands possibilities of detailed intra day risk analysis of liquidity and the reporting.

Liquidity Management Suite actively interacts with modules

Cash Flow Manager

This module - is global solution of the liquidity management by the enterprise which integrates positions of a cash liquidity of bank and the client, payments, information on liquidity. Sybase CFM also provides possibilities of monitoring and management to all divisions of bank in different time zones, currencies, channels (accounts) and economic entities, on the general platform. Using the available information and systems, Cash Flow Manager can be unrolled within several months, providing fast return of investments without the need for expensive, labor-consuming and risky reorganization of the existing systems.

Collateral Manager

The integrated module of management Sybase Liquidity Management Suite provides information in the 24x7 mode, for control and cash management which can be used in real-time systems of gross calculations (RTGS), other mechanisms of regulation or as the plan of unforeseen financing of bank and the liquidity management. Within this function, record of financial assets which can be used for creation of a solvent position in extreme circumstances is kept. Collateral Manager is capable to write and trace any kinds of assets (for example, the right of a commercial loan) which can be used for providing short-term conditions of liquidity - from the market, the central banks or similar organizations providing liquidity.

Liquidity Risk Manager

Represents the module which can be used in combination with Liquidity Management Suite or in itself - for the analysis, with the high level of detailing on products, the business line, location, currency, global risk of operational bank liquidity in the short and medium temporary term.

Liquidity Management Suite provides bank treasuries and fund managers with more up-to-date information collected from all enterprise, allowing them to manage more precisely current liquidity and to make more timely and strategically weighed decisions on the premises of the capital".

Descriptively

As a part of an expanded packet of LMS there is a solution also advanced centralized, expected a scope of complex organizational structures created especially for solving of tasks of treasurers and fund managers on management of short-term liquidity. The modules Cash Flow Manager and Collateral Manager offer "native" support of Sybase ASE now, allowing to register all transactions collected using LMS in a repository on the basis of this DBMS. Expanded Liquidity Risk Manager from now on allows to model scenarios using Sybase IQ, providing more detailed analysis, than was possible earlier.

Advantages

Sybase Liquidity Management Suite is suitable for solving of tasks, accompanying reduction of cycles of providing the reporting dictated by toughening of regulatory requirements. Using the stream technology based on means of processing of difficult events of Sybase CEP, LMS allows banks to define and predict precisely proper levels of liquidity and providing obligations at the speed corresponding to the speed of transactions.

SAP Liquidity Risk Management на платформе SAP HANA (High Performance Analytic Appliance)

The SAP company announced on September 5, 2013 availability of the application on the SAP HANA platform for the Russian users.

Using the application, it is possible to calculate liquidity risks in real time by instant obtaining reports and to manage these risks at the large volume of data on the basis of the analysis of cash flows on each transaction.

The preconfigured reporting templates implemented in LRM allow to provide compliance of the reporting of bank to requirements of regulating authorities and the current legislation.

The product is available to the Russian enterprises on the SAP HANA platform.