The FICast Liquidity and Capital Risk Manager (LCRM) is a powerful Excel-based tool designed to support the Enterprise Risk Management process. It is integrated with the results from the A/L manager.
It integrates all threeof the primary risks faced by financial institutions - liquidity risk, credit risk, and interest rate risk - showing how all three combine to affect capital.
The user may make interactive increases or decreases in sources and uses of liquidity, either independently or in combination. The LCRM instantly shows the impact of those changes on the institution's liquidity ratios.
The stress tests provided by the FICast LCRM are required by regulators and the tool is integrated with the cash-flows and results data from the A/L Manager.
The LCRM allows the user to:
- Combine interest rate risk, liquidity risk, and credit risk
- See how this combination of risk factors affect liquidity and capital
- Stress-test liquidity and credit risk