Liquidity scenario & decision lab
Executive view
Last updated
Current liquidity position
Use this tool to understand how much liquidity can be recovered under stress, and what it would cost to do so.
Current LCR (WCLS)
124%
Unencumbered HQLA
$8.6B
Liquidity runway
47 days
Risk factor shock selector
Set scenario parameters.
Market variable levers
Scale market variables up or down to see how the fund's liquidity position would respond. Impacts are illustrative.
Δ LCR
+0.0 pts
Δ Liquidity buffer
+0.00 $B
Δ Runway
+0 days
+0.0%
-15.0%+15.0%
+0%
-50%+50%
18
1060
5.30%
0.00%8.00%
3.60%
0.00%7.00%
120 bps
50 bps400 bps
Asset mix tilts
Net shift +0% · +0.00 $B HQLA · +0.0 pts LCR
Tilt allocations across asset classes, sub-classes, and sleeves to see how the fund's liquidity profile would shift. Higher-liquidity sleeves contribute more HQLA when overweighted.
Fixed Income
Base weight $22.0B · +0.00 $B shift
North American FI
Government longHigh$8.0B
+0%Government universeHigh$6.5B
+0%Real returnMedium$3.0B
+0%TOC
TOC coreMedium$4.5B
+0%Credit
Base weight $7.0B · +0.00 $B shift
Private Credit
Private credit coreLow$7.0B
+0%Equities
Base weight $30.0B · +0.00 $B shift
Public Equity
Public equityHigh$18.0B
+0%Private Equity
Private equityLow$12.0B
+0%Real Assets
Base weight $17.0B · +0.00 $B shift
Private Infrastructure
Infra equityLow$9.0B
+0%Private Real Estate
Real estateLow$8.0B
+0%Commodities & FX
Base weight $6.0B · +0.00 $B shift
Commodities
Broad commoditiesMedium$3.0B
+0%GoldHigh$2.0B
+0%FX
FX overlayHigh$1.0B
+0%Strategy levers
0.00 $B unwound · +0.00 $B HQLA · +0.0 $M PnL
Scale each strategy up or down (% of notional) to see how unwinding sec lend, short TRS / equities, repo, and other programs would recover liquidity.
Balance sheet strategies
Scale positions sitting on the balance sheet to recover HQLA.
Short TRS (equities)
Synthetic short equity exposure via TRS. · Notional $4.0B
Unwound: $0.00B+0.00 $B HQLA+0.0 $M
Long equities
Cash equity holdings. · Notional $3.0B
Unwound: $0.00B+0.00 $B HQLA+0.0 $M
Bond repo
Bonds financed via repo. · Notional $5.0B
Unwound: $0.00B+0.00 $B HQLA+0.0 $M
Group total+0.00 $B HQLA+0.0 $M PnL
Other strategies
Off-balance-sheet and ancillary programs.
Securities lending
Lending portfolio securities for fee income. · Notional $6.0B
Unwound: $0.00B+0.00 $B HQLA+0.0 $M
Physical bonds (sell)
Outright sale of physical bond inventory. · Notional $2.0B
Unwound: $0.00B+0.00 $B HQLA+0.0 $M
Group total+0.00 $B HQLA+0.0 $M PnL
Simulation output will appear here after you run the simulation.