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CAP-071 — LCR/NSFR continuous calculation

Category Intelligence & automation (platform)
Business goal BG-007
Satisfying module MOD-032 LCR/NSFR calculator
Mode CALC
BD owner BD03 Treasury
Human needed Review only

Continuous calculation of the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) from live balance sheet data. Both ratios are updated in the Snowflake dashboard within minutes of any material balance sheet movement. RBNZ and APRA require these ratios to be monitored intraday; the calculator provides the data without any manual spreadsheet work.