LCR/NSFR
We build and review the calculations behind your liquidity and stable funding ratios, from cash flow classification and run-off assumptions through to the reported figure.
Liquidity
Management
The funding position: what the ratios report, what customers actually do with their money, and what each business line is charged for the liquidity it uses.
Liquidity Management Deliverables
Fund Transfer Pricing
We build and review the internal pricing that charges each business line for the funding and liquidity it consumes, including the term premium and the cost of the liquidity buffer.
Behavioural Cashflow Modelling
We model observed customer behaviour beyond contractual terms: withdrawals, early repayment and the effective maturity of non-maturity deposits.
Monitoring Dashboards
We build live dashboards reporting the current liquidity position and the risk appetite metrics the board tracks it against.
Banking Case Studies
Banking
Independent validation of a Pillar 2A concentration add-on
A European bank needed to know that the capital it holds against concentrated lending would stand up to scrutiny, so it asked us for an independent view of the model behind the number.
Banking
Redeveloping every IFRS 9 model across two portfolios
A UK lender needed every model in its IFRS 9 expected credit loss suite rebuilt, at the point when the team that had built them was no longer there.
Frequently Asked Questions
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Ask whether the assessment gets rebuilt each year or assembled from last year’s file. At Gini we build the liquidity position and the stress tests behind it: the liquidity coverage and net stable funding ratios, behavioural cashflow modelling, funding concentration analytics, fund transfer pricing, and the ILAAP document your board signs.
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Yes, and a review is often the better first step. Gini tests what you hold against supervisory expectations and hands back a prioritised list of gaps, each with the work it needs and the order to do it in. Where the weakness sits in a component model rather than the document, typically in the behavioural assumptions on non-maturity deposits, we can rebuild that piece alone.
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At Gini we model them from your own account-level history, segmented by product, channel and customer type, and calibrated to what depositors did under the rate moves you have actually lived through. The effective maturity of non-maturity deposits usually moves the answer more than the stress scenarios do, so that assumption gets the most attention and the clearest documentation.
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Gini runs an idiosyncratic stress, a market-wide stress and the combination, each to survival horizon with the management actions stated and dated rather than assumed. Reverse stress testing works backwards from failure to the outflow that would cause it, which is the version the board finds most useful because it names a number they recognise.
