OpenChainGraph Suite · ART-364 · Bank Liquidity & Capital

LCR / NSFR / Leverage Ratio Calculator

Basel III Liquidity Coverage Ratio (BCBS 238), Net Stable Funding Ratio (BCBS 295), and Leverage Ratio (BCBS 270 / BCBS 360) deterministic point calculation from a single reporting date's positions. For a stochastic multi-scenario stress distribution, see sim-01-lcr-nsfr-liquidity-stress-test. Provable version of tools/469-lcr-calculator.html, tools/470-nsfr-calculator.html, and tools/471-leverage-ratio-calculator.html.

BCBS 238BCBS 295BCBS 270 / 360
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
LCR — HQLA Positions
Category
Level
Market value ($M)
Government bonds / central bank reserves
Qualifying RMBS
Non-financial corp bonds (BBB-, 25% haircut)
LCR — Cash Outflows (30-day)
Category
Balance ($M)
Outflow rate (%)
Retail stable deposits
Retail less-stable deposits
Wholesale deposits — financial institution
Committed credit facilities — non-financial corp
LCR — Cash Inflows (30-day, capped 75% of outflows)
Category
Balance ($M)
Inflow rate (%)
Retail customer inflows
Non-financial corporate inflows
NSFR — Available Stable Funding
Category
Amount ($M)
ASF factor (%)
Tier 1 + Tier 2 regulatory capital
Retail stable deposits ≥1yr
Retail less-stable <1yr
Other liabilities residual <1yr
NSFR — Required Stable Funding
Category
Amount ($M)
RSF factor (%)
Unencumbered Level 1 HQLA
Loans to retail/SME <1yr
Loans to non-financial corp ≥1yr
All other assets residual
Leverage Ratio
LCR Detail
NSFR Detail
Leverage Detail
Execution Hash (SHA-256)

Ask your agent

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 `compute_lcr_nsfr_leverage`. Task: Basel III Liquidity Coverage Ratio (BCBS 238), Net Stable Funding Ratio (BCBS 295), and Leverage Ratio (BCBS 270, finalized BCBS 360) point-in-time calculator from caller-supplied HQLA positions, outflow/inflow categories, ASF/RSF items, and capital/exposure figures.
Call it with arguments: {"policy_parameters":{"lcr":{"hqla_positions":[{"level":"l1","market_value_musd":5000},{"level":"l2a","market_value_musd":2000},{"level":"l2b","market_value_musd":500}],"outflows":[{"label":"Retail stable deposits","balance_musd":8000,"rate_pct":5},{"label":"Retail less-stable deposits","balance_musd":3000,"rate_pct":10},{"label":"Wholesale deposits - financial institution","balance_musd":500,"rate_pct":100},{"label":"Committed credit facilities - non-financial corporates","balance_musd":2000,"rate_pct":10}],"inflows":[{"label":"Retail customer inflows","balance_musd":1000,"rate_pct":50},{"label":"Non-financial corporate inflows","balance_musd":800,"rate_pct":50}]},"nsfr":{"asf_items":[{"label":"Tier 1 + Tier 2 regulatory capital","amount_musd":8000,"factor_pct":100},{"label":"Retail stable deposits >=1yr","amount_musd":5000,"factor_pct":95},{"label":"Retail less-stable <1yr","amount_musd":2000,"factor_pct":90},{"label":"Other liabilities residual <1yr","amount_musd":3000,"factor_pct":0}],"rsf_items":[{"label":"Unencumbered Level 1 HQLA","amount_musd":5000,"factor_pct":5},{"label":"Loans to retail/SME <1yr","amount_musd":4000,"factor_pct":50},{"label":"Loans to non-financial corporate >=1yr","amount_musd":3000,"factor_pct":65},{"label":"All other assets residual","amount_musd":2000,"factor_pct":100}]},"leverage":{"cet1_musd":5000,"at1_musd":500,"gsib_bucket":0,"onbs_exposure_musd":60000,"derivative_exposure_musd":3000,"sft_exposure_musd":5000,"offbs_exposure_musd":2000,"other_exposure_musd":0}}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
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/art-364-compute-lcr-nsfr-leverage.html#p=v1.H4sIAAAAAAAA_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