Liquidity Planning & Scenario Analysis
Basel III LCR framework · HQLA baseline SAR 2,400M ·
- Liquidity Coverage Ratio
- 142.9%
Healthy
since last month
- Net 30-Day Position
- +SAR 3,450M
Inflows exceed outflows
since last month
- Days to Illiquidity
- 42d
at current stressed outflow rate
since last month
- Stressed HQLA
- SAR 2,400M
At baseline
since last month
Scenario Controls
Select a preset or adjust sliders — all metrics update in real time
Interest Rate Shock
+0 bps0 bps
300 bps
FX Depreciation (USD/EUR)
−0%0%
−40%
Expected Inflow Haircut
−0%0%
−60%
Liquidity Waterfall
Cumulative available liquidity (SAR M) by time horizon under current scenario
13-Week Cash Projection
Base CaseWeekly cumulative liquidity position — Base vs Stressed
Scenario Comparison
| Scenario | LCR | Net 30d (SAR M) | Days Buffer | Rate Cost | FX Loss |
|---|---|---|---|---|---|
| Base Case | 142.9% | +3,450 | 42d | — | — |
| Mild Stress | 134.3% | +2,023 | 40d | −1.4M | −26M |
| Moderate Stress | 126.5% | +596 | 37d | −2.9M | −52M |
| Severe Stress | 115.2% | -1,544 | 34d | −5.8M | −104M |
Click any row to apply that scenario to the sliders above.
HQLA Composition
Stressed value: SAR 2,400M vs SAR 2,400M baseline
Cash & Equivalents
SAR 960M
Government Securities
SAR 840M
Central Bank Reserves
SAR 360M
IG Corp Bonds (L2)
SAR 240M
LCR Compliance Status
142.9%
Minimum: 100%
Target: 130%
Strong: 150%+
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