Intraday Liquidity & Capital under 24/7 Settlement

W-E. Settlement-risk capital (504) -> intraday/HQLA liquidity stress (sim-01) -> liquidity-usage anomaly monitoring (ml-03). Models the liquidity and capital impact of moving from RTGS windows to 24/7 tokenized settlement. Educational estimator.

OpenChainGraph · 3 Steps risk control Hash-Anchored §4 chain_depth:3 Client-Side · Zero PII

Chain Stages · 3 Steps

1 ROOT · D0 node

Settlement-Risk Capital Efficiency Optimizer 504-settlement-risk-capital-optimizer

capital profile (H1) feeds the liquidity stress test

MCP Call · optimize_settlement_capital

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "optimize_settlement_capital",
    "arguments": {}
  },
  "id": 1
}

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2 D2 node

Liquidity Stress Test Simulator (LCR/NSFR) sim-01-lcr-nsfr-liquidity-stress-test

liquidity result (H2) feeds the anomaly detector

MCP Call · run_liquidity_stress_test

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "run_liquidity_stress_test",
    "arguments": {}
  },
  "id": 1
}

↓

3 TERMINAL · D3 node

Time-Series Anomaly Detector ml-03-timeseries-anomaly-detector

Exports composite intraday-liquidity artifact with execution_hash (H3) -- final stage

MCP Call · detect_timeseries_anomalies

{
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "name": "detect_timeseries_anomalies",
    "arguments": {}
  },
  "id": 1
}