Reply & Receive the Report

MORS Software invites you to take part in the Liquidity Risk Management Survey 2019.

The survey is open for replies until 23 July 2019. All participants will receive the survey report during early autumn 2019. It takes 3 minutes to complete the survey.

MORS Software is helping banks optimise their balance sheet and financial risks. We have been organising annual risk management surveys since 2011. 

The survey report provides an update on banks progress with liquidity risk management, exploring the latest trends on how stress testing and forecasting functionalities develop.

Due to increased regulatory focus on intraday liquidity risk management, we have added questions 8, 9 and 10 at the end.

Thank you very much in advance for your participation.

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* 1. What is the Balance Sheet size of your bank, in EUR billions?

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* 2. LCR Frequency

How frequently are you able to calculate LCR?

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* 3. NSFR Frequency

How frequently are you able to calculate NSFR?

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* 4. Forecasting ratios on an intra-day basis

Are you able to forecast the following ratios on an intra-day basis?

  Yes No Do not know
Internal metrics
Rating agency metrics

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* 5. Interaction

Can you measure the interaction of liquidity metrics with other risks such as IRR and credit risk?

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* 6. Time consumption

Please rank from 1 to 9, which of the following tasks take most of your time (1 being the most time consuming).

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* 7. If you selected "Other" in question 6, please specify: