Liquidity Assessment System

A non-transitory computer readable medium comprising logic for execution, the logic, when executed by a processor, operable to:

• receive financial environment data, the financial environment data identifying at least one characteristic of an existing financial environment;
• receive financial liquidity data for a financial enterprise, the financial enterprise comprising a plurality of financial entities, the plurality of financial entities comprising a first financial entity and a second financial entity, the first financial entity being subject to liquidity requirements of a first jurisdiction, the second financial entity being subject to liquidity requirements of a second jurisdiction different from the first jurisdiction, the financial liquidity data identifying a liquidity position for each financial entity in the existing financial environment;
• receive financial scenario data, the financial scenario data identifying at least one change to the at least one characteristic of the existing financial environment;
• generate a scenario financial environment by applying the financial scenario data to the financial environment data;
• determine a first scenario liquidity position for the first financial entity in the scenario financial environment;
• determine a second scenario liquidity position for the second financial entity in the scenario financial environment;
• compare the first scenario liquidity position to the liquidity requirements of the first jurisdiction;
• and
• compare the second scenario liquidity position to the liquidity requirements of the second jurisdiction.

A method for assessing liquidity of a financial enterprise, comprising:

• receiving financial environment data, the financial environment data identifying at least one characteristic of an existing financial environment;
• receiving financial liquidity data for a financial enterprise, the financial enterprise comprising a plurality of financial entities, the plurality of financial entities comprising a first financial entity and a second financial entity, the first financial entity being subject to liquidity requirements of a first jurisdiction, the second financial entity being subject to liquidity requirements of a second jurisdiction different from the first jurisdiction, the financial liquidity data identifying a liquidity position for each financial entity in the existing financial environment;
• receiving financial scenario data, the financial scenario data identifying at least one change to the at least one characteristic of the existing financial environment;
• generating a scenario financial environment by applying the financial scenario data to the financial environment data;
• determining a first scenario liquidity position for the first financial entity in the scenario financial environment;
• determining a second scenario liquidity position for the second financial entity in the scenario financial environment;
• comparing the first scenario liquidity position to the liquidity requirements of the first jurisdiction;
• and
• comparing the second scenario liquidity position to the liquidity requirements of the second jurisdiction.