Reply & Receive the Report

MORS Software invites you to take part in the Liquidity Risk Management Survey 2018.

The survey is open for replies until 12 July 2018. All participants will receive the survey report during September 2018. It takes 3 minutes to complete the survey.
 
MORS Software, a leading provider of integrated Treasury ALM solutions for banks, has been organising the annual Liquidity Risk Management Survey since 2011. 
 
The survey provides an update on how banks are progressing with liquidity risk management capabilities, and explores the latest trends on how stress testing and forecasting functionalities are developing.
 

Thank you very much in advance for your participation. 
 

* 1. LCR Frequency

How frequently are you able to calculate LCR?

* 2. NSFR Frequency

How frequently are you able to calculate NSFR?

* 3. 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
LCR
NSFR
Internal metrics
Rating agency metrics
Other

* 4. Liquidity Metrics used for internal steering

What type of liquidity and funding risk measures do you use for internal steering?

  Yes No Do not know
Daily Liquidity Risk limits
Survival Horizon, Survival Days or similar metrics
Regulatory version of LCR
Your own internally modified version(s) of LCR
Forecasting of LCR, or forecasting of your own internally modified version(s) of LCR
Regulatory version of NSFR
Your own internally modified version(s) of NSFR
Forecasting of NSFR, or forecasting of your own internally modified version(s) of NSFR
Loans to stable deposits or loans to deposits type of ratios
Liquid asset monetisation or similar stress scenarios
Other

* 5. Interaction

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

* 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).

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

* 8. Would you like to make any other remark or comment?

* 9. To receive the survey results, please enter your email address, name and organisation. (* As a minimum, please enter your Job title and Country for the survey statistics.)

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