liquidity-lcr
OfficialOptimize LCR readiness and calculation guidance.
Authorpanaversity
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Basel III liquidity requirements and regulatory reporting can be complex. This Skill helps compute and verify the Liquidity Coverage Ratio (LCR) by organizing High-Quality Liquid Assets (HQLA), projecting cash outflows and inflows, and delivering a compliant LCR report.
Core Features & Use Cases
- LCR calculation: classify assets into Level 1, Level 2A, Level 2B with haircut rules and apply the 40% cap on Level 2.
- Cash flow modeling: model 30-day stressed outflows and recoveries, including retail and wholesale components and operational deposits.
- Regulatory output: produce a structured LCR report with HQLA, outflows, inflows, and net exposure suitable for governance and audit.
- Use Case: A bank regaining liquidity risk posture can run LCR calculations to monitor buffer adequacy during stress scenarios.
Quick Start
Provide the bank's 30-day cash flow projections into the tool to generate the LCR report.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: liquidity-lcr Download link: https://github.com/panaversity/agentfactory-business-plugins/archive/main.zip#liquidity-lcr Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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