OpenChainGraph Suite · ART-427 · Bank Liquidity & Capital

Discount Window Borrowing-Capacity Calculator

Federal Reserve Discount Window lendable value: sum of pledged collateral positions x published Fed collateral margins (margin table effective date is a versioned policy input you supply, not hardcoded), compared against a runnable-liability / uninsured-deposit coverage target. Deterministic point calculation from a single reporting date's positions and margin table. Timely given the pending Discount Window Preparedness Act and the Treasury LCR-recognition push for pre-positioned DW collateral.

Fed Discount WindowDW Preparedness Act (pending)Treasury LCR-recognition
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Margin Table
Re-checked against the Fed's Discount Window collateral-valuation page and the Federal Reserve Financial Services Fed360 announcement, 2026-07-25: 2026-07-01 remains the latest published effective date, no newer table version exists. The default per-category margins above are this tool's own illustrative example values, not a Fed-published fixed schedule. The Fed's July 2026 table format shows a minimum/weighted-average/maximum range observed on historical pledges per category rather than one fixed percentage, so always supply your own institution's actual current margins as policy input rather than relying on the defaults shown.
Pledged Collateral Positions
Category
Par value ($M)
Fed margin (%)
U.S. Treasury securities
Agency MBS
Municipal bonds
Consumer loans
Runnable Liabilities
Category
Balance ($M)
Uninsured deposits
Wholesale funding
Coverage Target
Capacity Detail
Execution Hash (SHA-256)







  

    
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Run the AINumbers MCP tool `compute_discount_window_capacity`. Task: Federal Reserve Discount Window borrowing-capacity calculator: lendable value = sum of pledged collateral positions x published Fed collateral margins (margin table effective date is caller-supplied policy input, not hardcoded) compared against a runnable-liability / uninsured-deposit coverage target.
Synthetic sample input (policy_parameters): {"margin_table_version":"2026-07-01","collateral_positions":[{"category":"U.S. Treasury securities","par_value_musd":2000,"margin_pct":100},{"category":"Agency MBS","par_value_musd":1500,"margin_pct":96},{"category":"Municipal bonds","par_value_musd":500,"margin_pct":90},{"category":"Consumer loans","par_value_musd":1000,"margin_pct":80}],"runnable_liabilities":[{"label":"Uninsured deposits","balance_musd":2500},{"label":"Wholesale funding","balance_musd":500}],"coverage_target_pct":100}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the returned execution_hash.
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PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-427-discount-window-capacity.html#p=v1.H4sIAAAAAAAA_wHsARP-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