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Liquidity Risk Excel Template

Manage liquidity risk with comprehensive LCR/NSFR calculations, stress testing, and liquidity analysis tools for effective liquidity risk management and regulatory compliance.


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Master Liquidity Risk Management with Professional Analysis Tools

Liquidity risk management is critical for financial stability, regulatory compliance, and operational continuity. Our Liquidity Risk template provides comprehensive tools to calculate LCR and NSFR ratios, conduct stress testing, and manage liquidity buffers with institutional-quality analysis.

From liquidity coverage to funding stability, ensure robust liquidity management. Built for treasury managers, risk professionals, and financial institutions, this template helps you maintain adequate liquidity, optimize funding strategies, and meet regulatory requirements.

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Comprehensive Liquidity Ratio Calculations

Liquidity Coverage Ratio (LCR)

Calculate LCR using high-quality liquid assets (HQLA) and net cash outflows over a 30-day stress period. Apply appropriate haircuts, caps, and operational requirements according to regulatory standards.

Net Stable Funding Ratio (NSFR)

Calculate NSFR using available stable funding (ASF) and required stable funding (RSF) with appropriate factors. Analyze funding stability over a one-year horizon under stressed conditions.

High-Quality Liquid Assets (HQLA)

Categorize and value liquid assets including Level 1, Level 2A, and Level 2B assets. Apply appropriate haircuts, concentration limits, and operational requirements.

Cash Flow Analysis

Analyze contractual and behavioral cash flows across different time horizons. Model deposit runoff rates, credit line usage, and other contingent outflows under stressed conditions.

Liquidity Stress Testing & Scenario Analysis

Stress Scenario Development

Develop liquidity stress scenarios including market-wide stress, idiosyncratic stress, and combined stress events. Model deposit outflows, funding market disruptions, and credit rating downgrades.

Survival Horizon Analysis

Calculate survival horizons under different stress scenarios using available liquidity buffers and contingent funding sources. Assess time to liquidity exhaustion and recovery strategies.

Contingency Funding Plan

Develop contingency funding plans including emergency funding sources, asset monetization strategies, and operational procedures. Model funding capacity under stressed conditions.

Early Warning Indicators

Implement early warning systems for liquidity stress including market indicators, internal metrics, and trigger thresholds. Generate alerts for potential liquidity pressures.

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Frequently Asked Questions

What regulatory standards does the template support?

The template supports Basel III LCR and NSFR standards, including US LCR rules, EU CRR requirements, and other major jurisdictions. It can be customized for specific regulatory implementations.

How does it handle different types of liquid assets?

The template categorizes assets into Level 1, Level 2A, and Level 2B categories with appropriate haircuts and concentration limits. It includes operational requirements and eligibility criteria for each category.

Can it model different stress scenarios?

Yes, the template includes multiple stress scenarios including market-wide stress, idiosyncratic stress, and combined scenarios. It allows customization of stress parameters and severity levels.

How does it handle behavioral assumptions?

The template includes behavioral models for deposit runoff rates, credit line usage, and other contingent flows. It provides frameworks for calibrating behavioral assumptions based on historical data.

Does it include intraday liquidity monitoring?

The template includes intraday liquidity monitoring capabilities with payment flow analysis, intraday credit usage, and real-time liquidity position tracking.

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Frequently Asked Questions

If you question is not covered here, you can contact our team.

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How do I analyze data?
To analyze spreadsheet data, just upload a file and start asking questions. Sourcetable's AI can answer questions and do work for you. You can also take manual control, leveraging all the formulas and features you expect from Excel, Google Sheets or Python.
What data sources are supported?
We currently support a variety of data file formats including spreadsheets (.xls, .xlsx, .csv), tabular data (.tsv), JSON, and database data (MySQL, PostgreSQL, MongoDB). We also support application data, and most plain text data.
What data science tools are available?
Sourcetable's AI analyzes and cleans data without you having to write code. Use Python, SQL, NumPy, Pandas, SciPy, Scikit-learn, StatsModels, Matplotlib, Plotly, and Seaborn.
Can I analyze spreadsheets with multiple tabs?
Yes! Sourcetable's AI makes intelligent decisions on what spreadsheet data is being referred to in the chat. This is helpful for tasks like cross-tab VLOOKUPs. If you prefer more control, you can also refer to specific tabs by name.
Can I generate data visualizations?
Yes! It's very easy to generate clean-looking data visualizations using Sourcetable. Simply prompt the AI to create a chart or graph. All visualizations are downloadable and can be exported as interactive embeds.
What is the maximum file size?
Sourcetable supports files up to 10GB in size. Larger file limits are available upon request. For best AI performance on large datasets, make use of pivots and summaries.
Is this free?
Yes! Sourcetable's spreadsheet is free to use, just like Google Sheets. AI features have a daily usage limit. Users can upgrade to the pro plan for more credits.
Is there a discount for students, professors, or teachers?
Currently, Sourcetable is free for students and faculty, courtesy of free credits from OpenAI and Anthropic. Once those are exhausted, we will skip to a 50% discount plan.
Is Sourcetable programmable?
Yes. Regular spreadsheet users have full A1 formula-style referencing at their disposal. Advanced users can make use of Sourcetable's SQL editor and GUI, or ask our AI to write code for you.
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