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
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Margin Table
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)