⬡ OpenChainGraph upgrade available: SIM-01 Liquidity Stress Test Simulator (LCR/NSFR): combined LCR + NSFR stress with correlated shock scenarios + §4 execution_hash artifact. Use in the Bank Capital & Liquidity Chain.
⬡ Deterministic point calculation: ART-364 LCR / NSFR / Leverage Ratio Calculator: same single-scenario LCR (plus NSFR and Leverage Ratio) calculation as a provable ChainGraph node with a §4 execution_hash artifact.
T469 · Treasury & Capital · AINumbers.co

LCR Calculator

Liquidity Coverage Ratio (LCR) per Basel III LCR standard (BCBS 238, January 2013). LCR = High-Quality Liquid Assets (HQLA) ÷ Net Cash Outflows (NCO) over a 30-day stress period ≥ 100%. HQLA haircuts: Level 1 0%, Level 2A 15%, Level 2B 25–50%. Outflow rates per BCBS 238 Annex. Feeds Pillar 3 LIQ1 template (T472).

Basel III LCR · BCBS 238 LCR ≥ 100% threshold HQLA haircuts · Outflow rates Deterministic · Zero PII · Client-side
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HQLA: High-Quality Liquid Assets

Enter unencumbered stock values before haircut. Haircuts applied automatically per BCBS 238 Table 2. Level 2A cap: 40% of HQLA. Level 2B cap: 15% of HQLA.

HQLA levelAsset type (indicative)Market value (m)Haircut %Eligible value

Cash outflows (30-day stress)

Outflow categoryBalance (m)Outflow rate %Outflow (m)

Cash inflows (30-day, capped at 75% of outflows)

Inflow categoryBalance (m)Inflow rate %Inflow (m)

LCR Result

Source: Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools (BCBS 238, January 2013). ⚠ This tool implements the Basel BCBS 238 standard; local prudential rules (CRR3/EU, PRA/UK, Fed LCR Rule/US) may differ: verify against applicable jurisdiction-specific rules.