Liquidity Analytics

FNA Liquidity Analytics

FNA Liquidity Analytics helps financial market infrastructures and central banks model liquidity and operational risks, evaluate alternative system designs and carry out stress tests. 
FNA's established methodologies to simulate payment flows and behavior of complex financial systems are based on leading research in network theory and agent based modeling.
FNA's interactive dashboards make these advanced analytics easily accessible to decision makers.


Key Features

  • Design new infrastructures & schemes by simulations
  • Identify efficient Liquidity Savings Mechanisms (LSMs)
  • Monitor liquidity and risk concentrations in real-time
  • Quickly carry out stress simulations
  • Identify emerging liquidity and operational risks
  • Build intuition with fast interactive data exploration
  • Automate the analysis

For Who?

  • Financial Market Infrastructures (FMIs)
  • Central Banks & Regulators
  • Banks

Use Case

Simulations on CHAPS

Helped Save £5B in Collateral

A Liquidity Saving Mechanism (LSM) was introduced into the Bank of England’s RTGS infrastructure in April 2013. To evaluate alternative methods of LSM, the Bank run a series of simulations using the FNA Platform. The paper ‘Liquidity Savings in CHAPS - a simulation study’ summarizes the results and finds that aggregate liquidity savings of up to 30% were to be expected. In an ex-post analysis "How has the Liquidity Saving Mechanism reduced banks’ intraday liquidity costs in CHAPS" the collateral savings were quantified as £5B.

Network Analytics of BoK-Wire+

Help identify systemically important banks

The project described the network properties of the Korean Interbank payment system (BOK-Wire+), identified systemically important banks, and developed a new intraday liquidity indicator. The project helped Bank of Korea develop monitoring indicators what are especially suited for continuous oversight of intraday liquidity and systemic risks in payment systems. The full results are published in Network Indicators for Monitoring Intraday Liquidity in BOK-Wire+

Simulations for Payments Canada

Modernizing the Canadian Payment System

Payments Canada is leading a multi-year program to modernize the Canadian Payment system. Initial simulations with FNA revealed that moving to a RTGS arrangement could increase participants’ liquidity needs by more than 40 per cent. But also that advanced Liquidity Saving Mechanisms could bring this substantially down.

See "Partnering with an industry research leader to promote risk management and efficiency in Lynx design".


The FNA Platform is unique in the marketplace to allow us to design, stress test and monitor a complex system such as our upcoming Lynx interbank payment system
Neville Arjani
Principal, Payments Canada

Download Brochure

Download a pdf brochure of FNA Liquidity Analytics for more information

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FNA Liquidity Analytics

We provide eligible institutions a free live demo on the capabilities of FNA Platform and it applications. Please fill in the details to schedule a demo.