T258 · Cat-21 · Real-Time Payments · Liquidity Management CAT-21 BCBS 248

Intraday Credit Facility Sizing Model

Model intraday credit facility requirements under the Basel III LCR framework. Calculate the minimum intraday liquidity buffer, recommended facility size, LCR ratio impact from pre-positioned collateral, and the full BCBS 248 intraday liquidity indicator set. Outputs a peak debit stress analysis and liquidity Policy Mandate JSON.

Basel III · BCBS 248 LCR Impact Peak Debit Sizing Stress Scenarios Policy Mandate Export Client-side · Zero PII v1.0

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Scope: intraday credit facility sizing only. This tool sizes a single intraday credit line against the Basel III LCR framework and BCBS 248 indicators. For 13-week rolling cash flow forecasting, multi-period stress testing, and working capital gap analysis, see Tool 42 · Liquidity Stress Lab →

Configuration

Settlement Profile

Institution Type

Primary Settlement Window

Avg Daily Gross Settlement Volume ($)

Peak Net Debit Position ($) — max intraday negative

Time-Specific Obligations (% of daily)

Correspondent Flow (% of daily)

Current Liquidity Position (Basel III)

Current LCR Ratio (%)

Total HQLA Stock ($)

30-Day Net Cash Outflows ($) — LCR denominator

Existing Intraday Credit Line ($)

Facility Parameters

Buffer Target (% above peak debit)

Pre-Positioned Collateral Type

Collateral Haircut (%)

Payments in First 2hrs of Window (% of daily)

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. Embedded rates, thresholds, and regulatory citations are static reference values that may age — verify against current primary sources and your own data before relying on any output for commercial, legal, or compliance decisions. Deterministic logic · no inference · zero PII · CC BY 4.0.

Facility Sizing Results

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Enter settlement profile and
liquidity position, then click
Calculate Facility