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NOTICE: This is a blog post from the webmaster. It describes
a commercial software product offered by this site. Prices and
availability are illustrative. **NEW**
Posted by the Webmaster · Thursday, 04 June 2026 ·
Filed under: Tools, Treasury, Basel III
Introducing LCR AutoCalc — Your Ratio, Calculated While You Sleep
Greetings once again, fellow regulators and treasury wizards! After many
late nights, gallons of coffee, and more than a few arguments with our
spreadsheets, we are thrilled — nay, delighted — to
announce the release of LCR AutoCalc, the autonomous Liquidity
Coverage Ratio calculator that plugs directly into your bank's database
and does the arithmetic so you don't have to.
If you have ever spent the last day of the month reconciling run-off
rates by hand, this one is for you.
☞ In one sentence:
Point LCR AutoCalc at your database, and it computes your
Basel III Liquidity Coverage Ratio automatically — HQLA, net
outflows, haircuts, caps and all.
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1. What is LCR AutoCalc?
LCR AutoCalc is a small, self-contained program that reads your
institution's balance-sheet and cash-flow data straight from a database
connection and returns a fully worked Liquidity Coverage Ratio. It
applies the standard Basel III treatment for you:
- Classifies eligible assets into Level 1, Level 2A and Level 2B HQLA;
- Applies the prescribed haircuts (0%, 15%, 25–50%) and the Level 2 caps;
- Multiplies each liability line by its assumed run-off rate;
- Applies the 75% inflow cap when computing total net cash outflows;
- Divides, compares against the 100% floor, and reports the result.
In short, it does everything described in our
Worked Example — but against your
live data, on demand, and without a single manual keystroke once it is
configured.
2. How It Works
The tool follows three simple steps. You configure the database
connection once; from then on, it repeats the cycle on its own.
| Step |
What LCR AutoCalc Does |
| 1. Connect |
Opens a read connection to your treasury database using the
credentials you supply in the configuration file. |
| 2. Classify & Compute |
Pulls the relevant positions, sorts them into HQLA tiers and
cash-flow buckets, applies haircuts, caps and run-off rates, and
calculates the ratio. |
| 3. Report |
Writes a tidy report (HTML and CSV) showing the numerator, the
denominator, and the final LCR percentage against the 100% floor. |
Note: LCR AutoCalc only requires read access to the tables
it needs. We strongly recommend connecting it with a dedicated,
least-privilege, read-only database account.
3. Truly Autonomous
The headline feature is right there in the name: AutoCalc runs
autonomously. Once you have pointed it at your database and set a
schedule, it wakes up on its own — nightly, weekly, or whenever you
tell it to — recomputes the ratio against the latest figures, and
files the report. No analyst needs to babysit it.
☞ Set it and forget it:
Configure the connection once. From then on, your Liquidity Coverage
Ratio is calculated and filed automatically, every period, without
manual intervention.
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That said, autonomy is a convenience, not an excuse. The numbers the tool
produces are your regulatory figures, so we recommend a human
review them before they go anywhere near a supervisor. See the
F.A.Q. below.
4. What's in the Kit
LCR AutoCalc does not ship on its own. It comes bundled inside the
Basel III Treasury Kit — a single downloadable
ZIP file containing everything you need to get started:
| Item |
Description |
| LCR AutoCalc |
The autonomous calculator program itself. |
| Sample config |
A template configuration file with comments, ready for your database
details and schedule. |
| Demo database |
A small sample dataset (our friend Acme National Bank) so you
can try the tool before pointing it at production. |
| User manual (PDF) |
Step-by-step setup, the full list of run-off rates used, and a
glossary of Basel III terms. |
| Report templates |
HTML and CSV templates for the output, ready to customise with your
institution's logo. |
System requirements: a machine that can reach your database, a
supported SQL connector, and roughly 50 MB of free disk space. The ZIP
download itself is about 4.2 MB.
5. How to Get It
The Basel III Treasury Kit is a paid product. Once your purchase
is complete, you receive a private download link to the ZIP file,
which you simply unzip, configure, and run.
☞ Order the Basel III Treasury Kit — $150
After payment you will be sent a download link. Keep the link
private — it is tied to your purchase.
6. Frequently Asked Questions
Q. Does LCR AutoCalc change anything in my database?
A. No. It is designed to read your data and write its report
to a separate location. Connect it with a read-only account and it cannot
modify your records.
Q. If it's autonomous, do I still need to check the results?
A. Yes, please do. The tool automates the arithmetic, not
your accountability. Run-off rates, eligibility rules and caps vary
by jurisdiction, and a person who understands your book should review every
figure before it is reported to a supervisor.
Q. Which databases are supported?
A. The kit ships with connectors for the most common SQL databases.
The user manual lists the exact versions supported in this release.
Q. Is my data sent anywhere?
A. No. LCR AutoCalc runs entirely on your own machine, against your
own database. Nothing is transmitted back to this site.
Q. What do I actually download?
A. A single ZIP file containing the program, a sample
configuration, a demo database, report templates and the PDF manual. Unzip
it, edit the config, and you are ready to run.
Disclaimer: LCR AutoCalc and the Basel III Treasury Kit are
provided for the convenience of treasury and risk teams. They are not
legal, regulatory or financial advice, and using them does not by itself
make an institution compliant. Always validate outputs against the
official texts of your competent authority, and have a qualified person
review every figure before it is reported. Run-off rates and definitions
are simplified and may vary by jurisdiction.
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