Excel Sample Sheet 32753 | Foreign Bank Liquidity Buffer Calculator

Partial file snippet.

Sheet 1: Introduction

	
	
	
	
	
		
 
		
		
	
		U.S. Liquidity Buffer Calculator for a Foreign Bank's 
U.S. Branches/Agencies and IHC
		
	
		February 2014.
		
	
		This interactive tool illustrates the calculation of net stressed cash flow need for purposes of determining the minimum size of the separate U.S. liquidity buffers that a foreign banking organization with ≥ $50 billion in U.S. assets (Foreign Bank) must maintain for its (1) U.S. branches/agencies and (2) U.S. intermediate holding company (IHC).

Details regarding the cash flow projections, internal liquidity stress testing and U.S. liquidity buffers required by the Federal Reserve's Dodd-Frank enhanced prudential standards final rule are contained in the accompanying visual memorandum.
		
	
		U.S. Branches/Agencies Liquidity Buffer Calculator (click to access)
		
	
		Minimum size of U.S. liquidity buffer for U.S. branches/agencies = projected net stressed cash flow need for the first 14 days of an internal liquidity stress test with a 30-day planning horizon.
		
	
		IHC Liquidity Buffer Calculator (click to access)
		
	
		Minimum size of U.S. liquidity buffer for IHC = projected net stressed cash flow need for the entire 30 days of an internal liquidity stress test with a 30-day planning horizon.  
		
	
		
 
		
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		
	
		



Sheet 2: U.S. branch agency calculator

	
	
	
	
	
		
 
		
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		U.S. Liquidity Buffer Calculator for U.S. Branches/Agencies
		
	
		February 2014.
		
	
		Instructions:  
■ Enter intragroup and non-affiliate cash flow sources and needs into the blue shaded cells.  We have included, as placeholders, amounts that match the calculation example in our visual memo.  These can be replaced with other amounts.  
■ Empty rows have been left to allow you to add other categories of cash flow sources and needs.  
■ Cash flow sources should be positive numbers.
■ Cash flow needs should be negative numbers.  
■ All other cells will be automatically updated, including the final determination of the minimum size of the U.S. liquidity buffer.
		
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		NET EXTERNAL STRESSED CASH FLOW NEED
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		

		Day 1
		Day 2
		Day 3
		Day 4
		Day 5
		Day 6
		Day 7
		Day 8
		Day 9
		Day 10
		Day 11
		Day 12
		Day 13
		Day 14
		Day 15
		Day 16
		Day 17
		Day 18
		Day 19
		Day 20
		Day 21
		Day 22
		Day 23
		Day 24
		Day 25
		Day 26
		Day 27
		Day 28
		Day 29
		Day 30
		Period Total
	
	
		Non-affiliate cash flow sources
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Maturing loans/placements with other firms
		5 
		5 
		6 
		6 
		6 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		28 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		Total non-affiliate cash flow sources
		5 
		5 
		6 
		6 
		6 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		28 
	
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Non-affiliate cash flow needs
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Maturing wholesale funding /deposits
		(12)
		(8)
		(8)
		(7)
		(7)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(42)
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		Total non-affiliate cash flow needs
		(12)
		(8)
		(8)
		(7)
		(7)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(42)
	
	
		For Stress Testing Purposes (Not Liquidity Buffer Purposes)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		30-Day Period Total
	
	
		Net external stressed cash flow need
		(7)
		(3)
		(2)
		(1)
		(1)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(14)
	
	
		For Liquidity Buffer Purposes
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		14-Day Period Total
	
	
		Net external stressed cash flow need
		(7)
		(3)
		(2)
		(1)
		(1)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		(14)
	
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		NET INTERNAL STRESSED CASH FLOW NEED
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		

		Day 1
		Day 2
		Day 3
		Day 4
		Day 5
		Day 6
		Day 7
		Day 8
		Day 9
		Day 10
		Day 11
		Day 12
		Day 13
		Day 14
		Day 15
		Day 16
		Day 17
		Day 18
		Day 19
		Day 20
		Day 21
		Day 22
		Day 23
		Day 24
		Day 25
		Day 26
		Day 27
		Day 28
		Day 29
		Day 30
		Period Total
	
	
		Intragroup cash flow sources
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Maturing loans to parent
		2 
		2 
		3 
		2 
		1 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		10 
	
	
		Maturing loans to non-U.S. entities
		0 
		0 
		1 
		1 
		2 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		4 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		Total intragroup cash flow sources
		2 
		2 
		4 
		3 
		3 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		14 
	
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Intragroup cash flow needs
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Maturing funding from parent
		0 
		(4)
		(10)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(14)
	
	
		Maturing deposit from non-U.S. entities
		(1)
		(1)
		(1)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(3)
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		[insert additional category]
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		0 
	
	
		Total intragroup cash flow needs
		(1)
		(5)
		(11)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(17)
	
	
		Net intragroup cash flows
		1 
		(3)
		(7)
		3 
		3 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(3)
	
	
		For Stress Testing Purposes (Not Liquidity Buffer Purposes)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		30-Day Period Total
	
	
		Daily cumulative net intragroup cash flow
		1 
		(2)
		(9)
		(6)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		

	
	
		Daily cumulative net intragroup cash flow need
		0 
		(2)
		(9)
		(6)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		

	
	
		Greatest daily cumulative net intragroup cash flow need
		0 
		0 
		(9)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		

	
	
		Net internal stressed cash flow need
		0 
		0 
		(9)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		(9)
	
	
		For Liquidity Buffer Purposes
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		14-Day Period Total
	
	
		Daily cumulative net intragroup cash flow
		1 
		(2)
		(9)
		(6)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Daily cumulative net intragroup cash flow need
		0 
		(2)
		(9)
		(6)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		(3)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Greatest daily cumulative net intragroup cash flow need
		0 
		0 
		(9)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Net internal stressed cash flow need
		0 
		0 
		(9)
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		0 
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		(9)
	
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		NET STRESSED CASH FLOW NEED
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Amounts below relate to the first 14 days 
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Net external stressed cash flow need
		(14)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Net internal stressed cash flow need
		(9)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Net stressed cash flow need
		(23)
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

		

	
	
		Minimum size of U.S. liquidity buffer for U.S. branches/agencies
		23

The words contained in this file might help you see if this file matches what you are looking for:

...Sheet introduction us liquidity buffer calculator for a foreign bank s branchesagencies and ihc february this interactive tool illustrates the calculation of net stressed cash flow need purposes determining minimum size separate buffers that banking organization with ge billion in assets must maintain its intermediate holding company details regarding projections internal stress testing required by federal reserve doddfrank enhanced prudential standards final rule are contained accompanying visual memorandum click to access projected first days an test day planning horizon entire branch agency instructions enter intragroup nonaffiliate sources needs into blue shaded cells we have included as placeholders amounts match example our memo these can be replaced other empty rows been left allow you add categories should positive numbers negative all will automatically updated including determination external period total maturing loansplacements firms wholesale funding deposits not loans par...


U.S. Liquidity Buffer Calculator for a Foreign Bank's U.S. Branches/Agencies and IHC
February 2014.
This interactive tool illustrates the calculation of net stressed cash flow need for purposes of determining the minimum size of the separate U.S. liquidity buffers that a foreign banking organization with ≥ $50 billion in U.S. assets (Foreign Bank) must maintain for its (1) U.S. branches/agencies and (2) U.S. intermediate holding company (IHC). Details regarding the cash flow projections, internal liquidity stress testing and U.S. liquidity buffers required by the Federal Reserve's Dodd-Frank enhanced prudential standards final rule are contained in the accompanying visual memorandum.
U.S. Branches/Agencies Liquidity Buffer Calculator (click to access)
Minimum size of U.S. liquidity buffer for U.S. branches/agencies = projected net stressed cash flow need for the first 14 days of an internal liquidity stress test with a 30-day planning horizon.
IHC Liquidity Buffer Calculator (click to access)
Minimum size of U.S. liquidity buffer for IHC = projected net stressed cash flow need for the entire 30 days of an internal liquidity stress test with a 30-day planning horizon.


U.S. Liquidity Buffer Calculator for U.S. Branches/Agencies
February 2014.
Instructions: ■ Enter intragroup and non-affiliate cash flow sources and needs into the blue shaded cells. We have included, as placeholders, amounts that match the calculation example in our visual memo. These can be replaced with other amounts. ■ Empty rows have been left to allow you to add other categories of cash flow sources and needs. ■ Cash flow sources should be positive numbers. ■ Cash flow needs should be negative numbers. ■ All other cells will be automatically updated, including the final determination of the minimum size of the U.S. liquidity buffer.

NET EXTERNAL STRESSED CASH FLOW NEED
	Day 1	Day 2	Day 3	Day 4	Day 5	Day 6	Day 7	Day 8	Day 9	Day 10	Day 11	Day 12	Day 13	Day 14	Day 15	Day 16	Day 17	Day 18	Day 19	Day 20	Day 21	Day 22	Day 23	Day 24	Day 25	Day 26	Day 27	Day 28	Day 29	Day 30	Period Total
Non-affiliate cash flow sources
Maturing loans/placements with other firms	5	5	6	6	6	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	28
[insert additional category]																															0
[insert additional category]																															0
Total non-affiliate cash flow sources	5	5	6	6	6	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	28

Non-affiliate cash flow needs
Maturing wholesale funding /deposits	(12)	(8)	(8)	(7)	(7)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(42)
[insert additional category]																															0
[insert additional category]																															0
*Total non-affiliate cash flow needs*	*(12)*	*(8)*	*(8)*	*(7)*	*(7)*	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	*(42)*
For Stress Testing Purposes (Not Liquidity Buffer Purposes)																															30-Day Period Total
Net external stressed cash flow need	(7)	(3)	(2)	(1)	(1)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(14)
For Liquidity Buffer Purposes																															14-Day Period Total
Net external stressed cash flow need	(7)	(3)	(2)	(1)	(1)	0	0	0	0	0	0	0	0	0																	(14)

NET INTERNAL STRESSED CASH FLOW NEED
	Day 1	Day 2	Day 3	Day 4	Day 5	Day 6	Day 7	Day 8	Day 9	Day 10	Day 11	Day 12	Day 13	Day 14	Day 15	Day 16	Day 17	Day 18	Day 19	Day 20	Day 21	Day 22	Day 23	Day 24	Day 25	Day 26	Day 27	Day 28	Day 29	Day 30	Period Total
Intragroup cash flow sources
Maturing loans to parent	2	2	3	2	1	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	10
Maturing loans to non-U.S. entities	0	0	1	1	2	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	4
[insert additional category]																															0
[insert additional category]																															0
*Total intragroup cash flow sources*	2	2	4	3	3	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	14

Intragroup cash flow needs
Maturing funding from parent	0	(4)	(10)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(14)
Maturing deposit from non-U.S. entities	(1)	(1)	(1)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(3)
[insert additional category]																															0
[insert additional category]																															0
*Total intragroup cash flow needs*	*(1)*	*(5)*	*(11)*	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	*(17)*
Net intragroup cash flows	1	(3)	(7)	3	3	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(3)
For Stress Testing Purposes (Not Liquidity Buffer Purposes)																															30-Day Period Total
Daily cumulative net intragroup cash flow	1	(2)	(9)	(6)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)
Daily cumulative net intragroup cash flow need	0	(2)	(9)	(6)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)
Greatest daily cumulative net intragroup cash flow need	0	0	(9)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Net internal stressed cash flow need	0	0	(9)	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	(9)
For Liquidity Buffer Purposes																															14-Day Period Total
Daily cumulative net intragroup cash flow	1	(2)	(9)	(6)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)
Daily cumulative net intragroup cash flow need	0	(2)	(9)	(6)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)	(3)
Greatest daily cumulative net intragroup cash flow need	0	0	(9)	0	0	0	0	0	0	0	0	0	0	0
Net internal stressed cash flow need	0	0	(9)	0	0	0	0	0	0	0	0	0	0	0																	(9)

NET STRESSED CASH FLOW NEED
Amounts below relate to the first 14 days
Net external stressed cash flow need	(14)
Net internal stressed cash flow need	(9)
*Net stressed cash flow need*	*(23)*

Minimum size of U.S. liquidity buffer for U.S. branches/agencies	23

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