Substantial investments in liquidity risk management capabilities over the last decade have enabled financial institutions to obtain robust information on the nature of their liquidity position.
Regulatory baseline standards (including LCR, NSFR, RLAP, RLEN), internally developed stress testing processes and the subsequent increase in holdings of highly liquid assets have significantly increased banks’ resilience while also increasing the cost and complexity of managing the balance sheet and funding profile.
With the regulatory framework nearly complete, KPMG is focused on helping your institution comply with requirements while achieving better integration of liquidity risk programs with adjacent capabilities in interest rate risk, capital, recovery, and resolution planning. By leveraging the latest automation and machine learning technologies, we can help you achieve risk management objectives more effectively and more efficiently.
Our capabilities can provide you with critical information and insights to make informed strategic decisions in an evolving market and regulatory environment while also providing the tools needed to act opportunistically during the next stress event. As these new tools and data sources are tested by a full economic cycle, we will work with your organization to extract value from your investments.
KPMG can help banks navigate the growth and revenue challenges affecting the sector today