Aquarius is the only liquidity management system providing real-time intraday liquidity monitoring across payments and collateral.
Aggregated real-time liquidity view is provided for Large Value Payment Systems, Correspondent Banks, Central Securities Depositories or Global Custodians, consolidating all transactions related to cash accounts and High-Quality Liquid Assets from different procedures and data sources, external or internal (ledger).
The system calculates the metrics established by BCBS248 and can apply each metric to individual and/or aggregated currency accounts on a daily and monthly basis, producing scheduled reporting in the required format and individual regulator’s standard.
Reporting can be parametrized offering the necessary flexibility to cater to various compliance requirements or to respond to management requests.
Reconciliation of forecasts and transactions and external and internal movements helps build the updated liquidity situation throughout the day and its different cut-offs.
The Stress Testing Module is available to execute BCBS 248 stress testing in a fully automated way on the same Intraday Liquidity database.