Liquidity at Risk

Your Advantages

  • Risk controlling and risk management
  • Fulfilment of regulatory requirements §11 KWG, §25a KWG, MaRisk (German Banking Act) and Basel II
  • Full utilization of earnings potential
  • MaRisk check for short-term liquidity management
  • Fast, inexpensive product launch thanks to expert, comprehensive support
  • High quality in estimations of the liqudity risk (model accuracy up to 99.82%)

Earnings-Oriented Liquidity Risk Management

With our new LaR solution we can make bank-specific estimations of the short-term liquidity risk. This solution is based on the dissertation "Liquidity at Risk zur Steuerung des liquiditätsmäßig-finanziellen Bereiches von Kreditinstituten" (Liquidity at Risk for controlling the liquidity-related finances of banks) written by Prof. Dr. Stefan Zeranski.

Liquidity Risk is Growing in Importance

The bank-specific systematization of liquidity risk is becoming increasingly important as regulatory and legal requirements intensify. In particular Basel II and MaRisk demand that banks quantify their liquidity risk on the basis of inflows and outflows of funds from each different institute.

First Product of its Kind on the Market

Our solution is the first product on the market to fulfill the demands on the calculation and management of short-term liquidity in combination with strict backtesting. With the LaR solution banks take account of the important bank regulatory requirements for risk management and controlling. Furthermore the solutions makes it possible to profitably reallocate the liquidity reserve which is often too high.

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