From banking
Activate for: LCR, liquidity coverage ratio, HQLA, high quality liquid assets, net cash outflow, run-off rate, Level 1 assets, Level 2A, Level 2B, 30-day stress scenario, liquidity buffer, liquidity coverage, cash outflow, inflow cap. NOT for: structural funding / NSFR calculations (use liquidity-nsfr), capital adequacy ratios (use basel-capital), interest rate risk in the banking book (IRRBB).
npx claudepluginhub panaversity/agentfactory-business-plugins --plugin bankingThis skill uses the workspace's default tool permissions.
LCR = HQLA Stock / Total Net Cash Outflows (30-day stress) >= 100%
Activate for: NSFR, net stable funding ratio, available stable funding, required stable funding, ASF, RSF, structural liquidity, funding mismatch, term funding, long-term funding, stable funding, 1-year funding. NOT for: short-term liquidity stress (use liquidity-lcr), intraday liquidity monitoring, interest rate risk in the banking book (IRRBB), market risk capital.
Builds CRE debt fund portfolio monitoring framework with traffic-light dashboard, objective watchlist triggers, maturity wall, concentration tracking, CECL loss reserves, rate exposure, covenant dashboard, and LP reports.
Guides margin lending operations: Reg T initial margin and buying power calculations, maintenance requirements, portfolio margin eligibility, margin calls, forced liquidations, and SBLOC in brokerage accounts.
Share bugs, ideas, or general feedback.
LCR = HQLA Stock / Total Net Cash Outflows (30-day stress) >= 100%
Minimum regulatory: 100% Management buffer best practice: 110-130% (gives operating room above minimum)
Level 1: 800M x 100% = 800M Level 2A: 100M x 85% = 85M Level 2B: 60M x 75% = 45M (after 25% RMBS haircut) Subtotal before cap: 930M Level 2 cap check: Level 2 = 130M. 40% of 930M = 372M. Cap not binding. HQLA Stock = 930M
Level 1: 200M x 100% = 200M Level 2A: 200M x 85% = 170M Level 2B: 100M x 50% = 50M (after 50% equity haircut) Subtotal before cap: 420M Level 2 cap check: Level 2 = 220M. 40% of 420M = 168M. CAP IS BINDING. Adjusted Level 2 = 168M. Excess 52M excluded. HQLA Stock = 200M + 168M = 368M (not 420M)
The Level 2 cap commonly binds for banks with limited sovereign bond portfolios that rely heavily on corporate bonds or RMBS for their liquidity buffer.
| Category | Run-off Rate |
|---|---|
| Stable retail deposits (insured, established relationship) | 3% |
| Less stable retail deposits (uninsured, online, new customers) | 10% |
| Very high rate / promotional deposits | 20% |
| Category | Run-off Rate |
|---|---|
| Non-financial corporate (operational) | 25% |
| Non-financial corporate (non-operational) | 40% |
| Financial institution (non-operational) | 100% |
| Central bank / sovereign (operational) | 25% |
| Secured funding (government collateral) | 0% |
| Secured funding (non-HQLA collateral) | 25% |
| Unsecured wholesale < 30 days (financial) | 100% |
| Facility Type | Drawdown Rate |
|---|---|
| Credit facilities to retail customers | 5% |
| Credit facilities to non-financial corporates | 10% |
| Credit facilities to financial institutions | 40% |
| Liquidity facilities to SPVs / conduits | 100% |
| Committed undrawn facilities (unconditional cancellable) | 0% |
Maturing secured lending collateralised by HQLA: 0% (assumed rolled) Maturing secured lending collateralised by non-HQLA: 100% Retail customer loan repayments: 50% Non-financial corporate loan repayments: 100% Financial institution loan repayments: 100%
CRITICAL: Total inflows are CAPPED at 75% of total outflows. Net Cash Outflows = Total Outflows - MIN(Total Inflows, 75% x Total Outflows)
Operational deposits (funds held for clearing, custody, cash management): May receive lower run-off treatment (25%) if the bank is the core relationship provider and the customer has no practical alternative for these services. Operational determination requires documented evidence of operational relationship.
LCR measures 30-day liquidity. Banks also need intraday liquidity for payment system settlement. BCBS monitoring tools (April 2013) address intraday liquidity separately — check jurisdiction overlay for monitoring requirements.
LCR CALCULATION REPORT
As at: [YYYY-MM-DD]
Entity: [Bank / Group name]
Currency: [Reporting currency]
HIGH QUALITY LIQUID ASSETS (HQLA):
Level 1 assets: [Amount] x 100% = [After haircut]
Level 2A assets: [Amount] x 85% = [After haircut]
Level 2B assets: [Amount] x [%] = [After haircut]
Subtotal before cap: [Amount]
Level 2 cap (40%): [Binding? Y/N — adjusted amount]
TOTAL HQLA: [Amount]
CASH OUTFLOWS (30-day stress):
Retail deposits: [Amount] x [rate] = [Outflow]
Wholesale non-operational: [Amount] x [rate] = [Outflow]
Wholesale operational: [Amount] x [rate] = [Outflow]
Secured funding: [Amount] x [rate] = [Outflow]
Off-balance-sheet: [Amount] x [rate] = [Outflow]
TOTAL OUTFLOWS: [Amount]
CASH INFLOWS:
Maturing secured (non-HQLA): [Amount] x 100% = [Inflow]
Loan repayments: [Amount] x [rate] = [Inflow]
TOTAL INFLOWS (before cap): [Amount]
75% CAP: [75% x Total Outflows]
INFLOWS RECOGNISED: MIN([Inflows], [Cap])
NET CASH OUTFLOWS: [Outflows - Inflows Recognised]
LCR: [HQLA / Net Cash Outflows] = [Ratio]%
Regulatory Minimum: 100%
Management Target: [Target]%
ALL OUTPUTS REQUIRE REVIEW BY A QUALIFIED PROFESSIONAL BEFORE USE IN REGULATORY FILINGS OR BUSINESS DECISIONS.