Liquidity Scorecard Plus

Analyze worst case scenarios in greater depth

1. Generate Model

Let’s use Sample Bank as an example to run the Liquidity Scorecard Plus Model.

Once you click on Generate Dashboards, an authoring message will pop-up. This message shares our most recent troubleshooting tips. Once you have read through the messages, click “Yes”.

After you hit Yes, the below message will pop-up. This lets you know that if another user requests the same Model, they would be joining as an active user in the Model. Click “OK” to continue.

2. Tab Generation

The Liquidity Scorecard Plus Model will appear on your browser, and you will be taken directly into the Model.

3. Landing Page

This tab shows the name of the Model and has a forward icon to move to the next tab. 

4. Navigation Pane

This tab shows you the list of Navigation icons in the Dashboard and where they will take you.

5. Home

This tab shows you the list of sections in the Dashboard and their summary description. You will be able to move through the contents of the Model by clicking on the forward arrows next to each Linked Guide.

6. Data Selection

This tab allows the user to select between Call Report data and the FinPro Engine Data. Use the drop-down menu to select your preferred Data Source.

7. Policy Limits

This tab allows the user to input Bank specific Policy Limits

8. Pledging Schedule

This tab allows the user to input Bank specific pledging schedule for investments, loans, and borrowings. This section also includes several other inputs that are utilized throughout the Model.

9. Liquidity Sources

This tab summarizes funding sources for both assets and liabilities.

10. Liquidity Time Series - Step 1

This tab allows the user to input the non-public components of non-contractual deposits.

11. Liquidity Time Series - Step 2

This tab Determines the Capacity to Borrow based on pledged investments and allows the user to change the haircut for each investment type.

12. Liquidity Time Series - Step 3

This tab determines the Capacity to Borrow based on pledged loans and allows the user to change the haircut for each type.

13. Liquidity Time Series - Step 4

This tab determines the Borrowing Capacity based on Policy Limits.

14. Liquidity Time Series - Step 5

This tab determines the potential Borrowing Capacity based on the unpledged investments and loans.

15. Liquidity Time Series - Results

This tab summarizes the Liquidity Time Series results based on Policy Limits & no Policy Limits.

16. Contingency Funding & Stress Testing

This tab summarizes the institution’s Contingency Funding as it relates to Time Series Liquidity.

17. Stress Test 1 - Determine Remaining Borrowing Capacity

This tab determines the potential Borrowing Capacity based on the unpledged investments & loans with a 10% reduction of Total Capacity.

18. Stress Test 1 - Results

This tab Summarizes the Liquidity Times Series results based on Policy Limits & no Policy Limits.

19. Stress Test 2 - Determine Remaining Borrowing Capacity

This tab determines the potential Borrowing Capacity based on the unpledged investments & loans with a 20% reduction of Total Capacity.

20. Stress Test 2 - Results

This tab summarizes the Liquidity Time Series results based on Policy Limits and no Policy Limits.

21. Result Comparison

This tab compares Base Case Liquidity Time Series results to both Stress Test 1 and 2.