TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

BCBS 248 Intraday Liquidity Monitoring Snapshot

BCBS 248 "Monitoring tools for intraday liquidity management" (Basel Committee, April 2013): computes daily maximum intraday liquidity usage (the largest negative excursion of a cumulative net settlement position built from a caller-supplied time-stamped transaction list), echoes start-of-day available liquidity, totals gross payments and receipts, checks time-specific obligations against their due times, and classifies the daily maximum usage against a caller-supplied list of available intraday liquidity sources. Not DW capacity (art-427) or FR 2052a inflow/outflow classification (art-437) -- adjacent but distinct BCBS 248 daily-usage metrics. Evidence artifact only, not a filing or supervisory submission.

Tool URL: https://ainumbers.co/chaingraph/art-477-intraday-liquidity-monitoring.html

post/v1/tools/compute_intraday_liquidity_monitoring

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_intraday_liquidity_monitoring
  • Auth: none declared

Request body

available_intraday_sourcesunknown required
start_of_day_available_musdnumber
time_specific_obligationsunknown required
transactionsunknown required

Response

Successful tool execution result

available_sources_total_musdinteger
coverage_rationumber
daily_max_usage_musdinteger
notestring
regulatory_basisstring
start_of_day_available_musdinteger
total_payments_musdinteger
total_receipts_musdinteger
usage_coveredboolean

Changes

No recorded changes to this operation across all 1 revision of this API.