CRD IV: NSFR Solution
The Basel Committee on Banking Supervision (BCBS) has created Basel III as measures that include global harmonised liquidity management, this was due to the weakness of the banks liquidity risk management. The measures include two minimum liquidity standards being the Liquidity Coverage Ratio (LCR) and the complementary Net Stable Funding Ratio (NSFR). NSFR specialises in funding stability over a long timeframe through encouragement of funding businesses and stable funding which discourages the company's dependence on short-term funding. Through in-built logic that is required to address specific NSFR reporting and it is also connected to monitoring tools within CorePros Liquidity solution software. This solution can handle various automatic liquidity measurements with audit trial included to support bank reporting requirements.