T258 · Intraday Credit Facility Sizing Model — AINumbers.co

Basel III LCR-framed intraday credit facility sizing model. Minimum liquidity buffer, LCR ratio impact, BCBS 248 indicator set, peak debit stress scenarios, and liquidity Policy Mandate JSON. Client-side. Works offline. Zero PII.

Tool URL: https://ainumbers.co/tools/258-intraday-credit-facility-sizer.html AP2/Policy Mandate export: yes

post/v1/tools/intraday_credit_facility_sizer

Request

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

Request body

institution_type'large_bank' | 'regional_bank' | 'community_bank' | 'non_bank' | 'emi'
settlement_window'fednow' | 'fedwire' | 'chips' | 'chaps' | 'target2' | 'sepa_inst'
avg_daily_gross_volume_usdnumber required

Average daily gross payment settlement volume in USD

peak_net_debit_position_usdnumber required

Maximum intraday negative balance — the ILM1 BCBS 248 indicator (daily max intraday liquidity usage)

buffer_target_pct10 | 20 | 25 | 30 | 50

Percentage buffer above peak net debit for minimum intraday liquidity buffer calculation

current_lcr_pctnumber required

Current Liquidity Coverage Ratio as a percentage (≥100% = compliant)

current_hqla_usdnumber required

Total High Quality Liquid Assets stock (LCR numerator)

net_cash_outflows_30d_usdnumber required

30-day net cash outflows (LCR denominator)

existing_intraday_line_usdnumber

Existing committed intraday credit line amount

collateral_type'reserves' | 'govt_securities' | 'sovereign_bonds' | 'corp_bonds' | 'agency_mbs' | 'other'
collateral_haircut_pctnumber

Basel III haircut applied to pre-positioned collateral

time_specific_obligations_pctnumber

Percentage of daily volume due at specific times (ILM4 input)

correspondent_flow_pctnumber

Percentage of daily volume flowing through correspondent arrangements (ILM5 input)

payment_timing_first_2hr_pctnumber

Percentage of daily payments sent in first 2 hours of settlement window (ILM7 input)

Response

Successful tool execution result

minimum_intraday_buffer_usdnumber required
recommended_facility_size_usdnumber required
facility_gap_usdnumber
adequacy_assessment'Adequate' | 'Marginal' | 'Insufficient' required
gross_collateral_required_usdnumber
lcr_post_preposition_pctnumber
lcr_impact_pptnumber
lcr_compliant_post_prepositionboolean
agent_instructionsstring[]
ap2_mandateobject required

Changes

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