Using the LCR-Online Simulation the user can immediately simulate the effects of various transactions upon the key figures of LCR based upon the original LCR Reports. This can be done at different aggregation levels.
The objectives are to offer:
The simulations include changes in the asset portfolio and also changes in inflows and outflows. These can be displayed in the summary views and/or in a detailed view. In addition to that Repos, Reverse Repos and Tenders deals can be simulated, and collateral swaps can be monitored at counterparty level and also according to industry type. Besides the simulation space a menu bar provides various fields like "Cash Adjustment" which provides us an overview of required investment/refinancing potential in the simulation, then the effects of simulation on the LCR ratio and the profit and loss potentials.Back