Liquidity
The module calculates the bank's liquidity indicators: LCR and NSFR by currency, regulatory ratios, the stock of liquid assets and how it behaves under stress. It uses the same positions as the ALM module.
The module is part of the single TRrisk platform: it works on the bank's shared data and exchanges results with the other modules. How the platform works →
What the module does
LCR and NSFR
Liquidity coverage and stable funding ratios for each currency and in total.
Regulatory ratios
Liquidity ratios of the National Bank of the Kyrgyz Republic, calculated from the same data.
Liquid asset buffer
Composition of the buffer, encumbered assets and adequacy of the stock.
Liquidity stress
Deposit outflows and closed markets: how many days liquidity lasts.
Contingency funding plan
Warning indicators, sources of funding and the order of actions.
Customer behaviour
The stable share of current accounts and early deposit withdrawals, estimated from history.
- Treasury
- Risk management
- The asset and liability committee
- Regulatory and internal liquidity indicators come from the same data.
- It is clear how many days liquidity lasts in each stress scenario.
- The contingency plan rests on a calculation.
Related modules
Common questions
How does work start?
With a free 30-minute call with a solution architect. We go through the problem and suggest where to start. If it needs a closer look, we propose a 2–4 week diagnostic.
Which countries do you work in?
Our office is in Bishkek. We work with companies across Central Asia, on site and remotely.
What language are documentation and training in?
Russian and English. Methodology, manuals and reports are written in the language that suits your team, auditors and shareholders.
Do you sign an NDA?
Yes, before you share any data or documents with us.