Read our latest article featured in the Financial Times, within Banking Risk & Regulation, co-authored by Evgueni Ivantsov and David Cassonnet.
WEBINAR
Liquidity Risk: A new time frontier in liquidity management
Dr. Evgueni Ivantsov
Chairman
European Risk Management Council
Dr. Michael Eichhorn
Former Country CEO
Credit Suisse Ireland
Pierre Gaudin
Director, Business Development
ActiveViam
Enter your details to watch on-demand:
Watch on-demand:
How to navigate the unpredictable waters of liquidity risk in modern banking
This webinar dives into the complex world of liquidity risk in banking. Our speakers highlight that liquidity risk is intrinsic to modern banking due to leverage and maturity transformation. They compare liquidity crises to unstoppable avalanches once triggered. The session also covers various causes like market rumors, technological advancements, and regulatory impacts, emphasizing the intricate and unpredictable nature of liquidity crises.
Benefits
Real-Time Simulations:
Atoti eliminates batch processing, allowing simulations to run in real-time using current data. This ensures immediate results and insights, crucial for managing liquidity risks effectively.
Stress-Testing Capabilities:
With Atoti’s stress-testing engine, users can simulate any scenario, analyze it in depth, and iterate as needed. This flexibility allows for thorough preparation and response to potential liquidity crises.
Granular Insight:
Atoti sits atop existing ALM architectures, offering liquidity risk managers a platform to explore data in-depth. It enables running complex simulations with up-to-date figures, providing granular and actionable insights.
Instantaneous Analysis:
Compared to other tools, Atoti’s aggregation engine delivers simulation results in seconds. It supports running multiple scenarios in parallel, enabling detailed analysis and iterative testing for better decision-making.
Intraday Updates:
By tracking actual cash flows and comparing them to projections, Atoti provides intraday updates on all liquidity metrics. This continuous monitoring ensures that institutions can respond swiftly to any deviations.
Mitigation and Recovery Planning:
Beyond stress scenarios, Atoti includes capabilities for mitigation strategies and recovery plans. This prepares institutions to be first movers in the market during mild shocks and provides a clear, accurate picture during unexpected liquidity shortages.
Seamless Integration and Cost Control:
Atoti integrates with existing data infrastructures without replacing them, optimizing the use of available data. It can run on-premises or in any cloud environment, and with DirectQuery, it minimizes data duplication, ensuring cost-effective operations.
TESTIMONIALS
Trusted by the world’s financial institutions
“By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“ActiveViam came into play when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge.”
“No other vendor can do what ActiveViam does, not even close.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“Competition has increased in the new clearing landscape, with clearing members able to choose from more options and a growing array of offerings. By delivering effective, real-time risk management, CME Group can attract and service greater volumes. What’s more, because the technology reduces the total cost per trade, we can also remain cost-effective. As such, our new technology approach has had a significant impact on the business and will continue to do so in the future.”
“Atoti is about 20-to-100 times faster than our previous system.”
“By delivering effective, real-time risk management, CME Group can attract and service greater volumes.”
“Large scale, fast analytics are historically a very intensive use case especially if you want to deploy on your own hardware. Solutions like Atoti allow banks to take full advantage of the native cloud capabilities of Azure and improve drastically performance whilst keeping control over their costs.”
“If a clearing member exhibits abnormal trading patterns, or is exposed to sudden unexpected adverse market conditions, or even makes a mistake on the price of a trade, we can capture that as soon as it happens. The risk team can then call up a member and have them back out of a trade or otherwise adjust their portfolios if need be – so it’s good for us and it’s good for the members.”
“By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“ActiveViam came into play when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge.”
“No other vendor can do what ActiveViam does, not even close.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“Competition has increased in the new clearing landscape, with clearing members able to choose from more options and a growing array of offerings. By delivering effective, real-time risk management, CME Group can attract and service greater volumes. What’s more, because the technology reduces the total cost per trade, we can also remain cost-effective. As such, our new technology approach has had a significant impact on the business and will continue to do so in the future.”
“Atoti is about 20-to-100 times faster than our previous system.”
“By delivering effective, real-time risk management, CME Group can attract and service greater volumes.”
“Large scale, fast analytics are historically a very intensive use case especially if you want to deploy on your own hardware. Solutions like Atoti allow banks to take full advantage of the native cloud capabilities of Azure and improve drastically performance whilst keeping control over their costs.”
“If a clearing member exhibits abnormal trading patterns, or is exposed to sudden unexpected adverse market conditions, or even makes a mistake on the price of a trade, we can capture that as soon as it happens. The risk team can then call up a member and have them back out of a trade or otherwise adjust their portfolios if need be – so it’s good for us and it’s good for the members.”
“By embracing the power of Atoti on AWS Graviton for our Market and Credit risk applications, Nomura has achieved an unparalleled granular aggregation capability at a drastically reduced cost.”
“We turned to ActiveViam when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge that we couldn’t deal with in timely fashion.”
“Atoti FRTB was designed to address the new capital requirements outlined by the Federal Reserve Board in the US Basel III Endgame NPR and helped BNY Mellon effectively estimate the capital impact of the new regulation while responding to the US requirements within weeks of the NPR release.”
“ActiveViam came into play when we realized that the number of market data elements and risk sensitivities and the level of granularity we needed represented a volume of data so huge.”
“No other vendor can do what ActiveViam does, not even close.”
“Atoti FRTB saved us a lot of time and resources from the bank’s internal development teams. Atoti FRTB in particular provided data format definition and with our experience working together with ActiveViam, they offered end-to-end deliveries from the beginning.”
“We can do things with Atoti that we were not able to do before. If something was incorrect, we needed to recompute the entire portfolio, now we just have to recompute the specific measures such as PnL on a small number of trades and Atoti does the aggregation on-the-fly for us.”
“That was the true benefit – to be able to drill down quickly within seconds to create a new report. The ability to look at all the different risks was a huge step for us, saving us a lot of time at every single end of the month.”
“Competition has increased in the new clearing landscape, with clearing members able to choose from more options and a growing array of offerings. By delivering effective, real-time risk management, CME Group can attract and service greater volumes. What’s more, because the technology reduces the total cost per trade, we can also remain cost-effective. As such, our new technology approach has had a significant impact on the business and will continue to do so in the future.”
“Atoti is about 20-to-100 times faster than our previous system.”
“By delivering effective, real-time risk management, CME Group can attract and service greater volumes.”
“Large scale, fast analytics are historically a very intensive use case especially if you want to deploy on your own hardware. Solutions like Atoti allow banks to take full advantage of the native cloud capabilities of Azure and improve drastically performance whilst keeping control over their costs.”
“If a clearing member exhibits abnormal trading patterns, or is exposed to sudden unexpected adverse market conditions, or even makes a mistake on the price of a trade, we can capture that as soon as it happens. The risk team can then call up a member and have them back out of a trade or otherwise adjust their portfolios if need be – so it’s good for us and it’s good for the members.”