Monte Carlo simulation of the Liquidity Coverage Ratio and Net Stable Funding Ratio under Basel III stress. Runs 1,000 stochastic paths × 250 daily time steps with configurable outflow-shock and HQLA-haircut volatility. Outputs P5–P95 percentile fan charts, breach probability, time-to-breach histogram, and a 6-factor sensitivity tornado identifying which inputs move your liquidity ratios most. GPU chunk-yield keeps the browser responsive throughout.
LCR (Liquidity Coverage Ratio) = HQLA ÷ Net Cash Outflows (30-day stress). Regulatory minimum: 100%.
NSFR (Net Stable Funding Ratio) = Available Stable Funding ÷ Required Stable Funding (1-year horizon). Regulatory minimum: 100%.
Each Monte Carlo path applies daily log-normal shocks to outflows, HQLA, ASF, and RSF. Scenario multiplier scales shock magnitude per Basel III Annex 2 and BCBS 238.
Darker bands = tighter confidence (P25–P75). Outer bands = P5–P95. Dashed red line = 100% regulatory minimum. LCR shown over 30-day Basel stress window; NSFR over full 250-day horizon.
Distribution of the day on which each simulated path first breaches the 100% floor. Non-breaching paths are not shown. Breach probability is the fraction of paths that breach at any point in the simulation horizon.
Each factor perturbed ±20% from its base value (200 paths each). Bar length = P50 LCR swing at day 30. Green = +20% factor value raises LCR; red = +20% factor value lowers LCR.
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
Run the AINumbers MCP tool `run_liquidity_stress_test`. Task: Monte Carlo LCR/NSFR simulation under Basel III stress.
Call it with arguments: {"policy_parameters":{}}
Verify before trusting: this node computes in your browser, so the MCP endpoint returns no execution_hash. Run the tool in the page, export the Policy Mandate artifact it produces, and call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with that artifact.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
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/sim-01-lcr-nsfr-liquidity-stress-test.html#p=v1.H4sIAAAAAAAA_wECAP3_e31Dv6ajAgAAAA