Liquidity Risk
Liquidity Risk Endpoints
Section titled “Liquidity Risk Endpoints”LCR, NSFR, HQLA composition, and maturity ladder analysis.
GET /liquidity/lcr
Section titled “GET /liquidity/lcr”Returns current Liquidity Coverage Ratio.
Response:
{ "lcr": 125.5, "hqla": 500000000, "netCashOutflows": 398406375, "minimumLCR": 100, "compliant": true, "calculatedAt": "2026-03-05T12:00:00Z"}GET /liquidity/nsfr
Section titled “GET /liquidity/nsfr”Returns Net Stable Funding Ratio.
Response:
{ "nsfr": 112.3, "availableStableFunding": 800000000, "requiredStableFunding": 712377, "minimumNSFR": 100, "compliant": true}GET /liquidity/hqla
Section titled “GET /liquidity/hqla”HQLA composition breakdown by level.
GET /liquidity/maturity-ladder
Section titled “GET /liquidity/maturity-ladder”Cash flow maturity ladder with time buckets (overnight through 1Y+).
GET /liquidity/stress
Section titled “GET /liquidity/stress”Liquidity stress test scenarios and results.
GET /liquidity/monitoring
Section titled “GET /liquidity/monitoring”Real-time liquidity monitoring dashboard data.
POST /liquidity/intraday
Section titled “POST /liquidity/intraday”Record intraday liquidity position snapshot.
Request:
{ "hour": 14, "cashPosition": 250000000, "availableCredit": 100000000, "projectedOutflows": 80000000}