TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

Liquidity Stress Test Simulator (LCR/NSFR)

Monte Carlo simulation of LCR and NSFR under Basel III stress (CRR Art. 412/428, EBA GL/2017/01). 1,000 paths × 250 time steps. P5–P95 percentile distribution, breach probability, time-to-breach, sensitivity tornado.

Tool URL: https://ainumbers.co/chaingraph/sim-01-lcr-nsfr-liquidity-stress-test.html

post/v1/tools/run_liquidity_stress_test

Request

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

Request body

asf_capunknown required
hqla_l1unknown required
hqla_l2aunknown required
hqla_l2bunknown required
inflowsunknown required
n_pathsnumber
presetunknown required
retail_outflowunknown required
rsf_loansunknown required
rsf_otherunknown required
rsf_securitiesunknown required
scenariounknown required
secured_outflowunknown required
seedunknown
wholesale_outflowunknown required

Response

Successful tool execution result

compliance_flagsstring[]
lcr_breach_pctinteger
lcr_median_day30number
lcr_p5number
n_pathsinteger
nsfr_breach_pctinteger
nsfr_median_day250number
nsfr_p5number
scenariostring
verdictstring

Changes

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