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After Jan 2013 change, now the main reporting changes requested from Basel III is LCR, Liquidity Coverage Ratio.

Moody's has a product named RiskAuthority (previously Fermat CAD) that is going to support LCR, or that's what they say.

Does any one know of any other products on the market? and if so how is it (quality, pricing etc)?

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up vote 1 down vote accepted

OneSumX (FRS Global - now officially Wolters Kluwer Financial Services).

Due to the impact on market risk (explicit creation of new contracts from available liquidity lines, firstly affected by interest rate risk) and on credit risk (negative exposure to be considered in the LCR, and not simply floored to zero) you might need both the market and liquidity reporting modules, if not the full package.


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So far I only know that SunGard has a product named "Ambit Focus", where its module "Liquidity Risk" supports the LCR and NSFR reports according to Basel III liquidity rules.

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