iziRisk Liquidity
How much of each bank’s deposits can leave in a day or a month, and does the liquid-asset buffer cover it? Load the daily balances of the demand, savings and term accounts and the liquid assets of any number of banks; every series is calibrated on its own history, and thousands of correlated paths give the Liquidity-at-Risk, the core deposits and the number of days the buffer lasts. It runs in your browser: your balances are never uploaded.
Data
Daily end-of-day balances, one row per date, bank and account type. Liquid assets (cash, central-bank reserves, HQLA) are the buffer; every other account is a deposit.
Synthetic data: the banks are invented. Delta Digital suffers a 9% deposit run in December 2025; Beta Commercial sweeps corporate cash at every month-end.
| Bank | Deposits | Liquid assets | Buffer used | Days |
|---|---|---|---|---|
| Alfa Universal | 9,814,858,204 | 2,120,523,251 | 520 | |
| Beta Commercial | 4,607,246,500 | 900,613,956 | 520 | |
| Gamma Retail | 3,899,044,428 | 592,880,409 | 520 | |
| Delta Digital | 1,700,674,439 | 261,151,267 | 520 | |
| Épsilon Cooperative | 458,066,139 | 88,178,727 | 520 | |
| Total | 20,479,889,709 | 3,963,347,609 | 3,963,347,609 |
The buffer is the last liquid-asset balance; type over it to test another. The haircut in step 2 applies on top.
Correlation of daily deposit changes between banks
| Alfa | Beta | Gamma | Delta | Épsilon | |
|---|---|---|---|---|---|
| Alfa Universal | 1.00 | 0.23 | 0.31 | 0.24 | 0.28 |
| Beta Commercial | 0.23 | 1.00 | -0.31 | 0.02 | -0.09 |
| Gamma Retail | 0.31 | -0.31 | 1.00 | 0.32 | 0.41 |
| Delta Digital | 0.24 | 0.02 | 0.32 | 1.00 | 0.23 |
| Épsilon Cooperative | 0.28 | -0.09 | 0.41 | 0.23 | 1.00 |
From 519 daily changes of each bank’s total deposits. The run itself correlates every deposit series, not just the bank totals.
AI reports
Four AI agents write a report from the results on this page, each for a different reader, as PDF or PowerPoint. Run the simulation first; the more of the stress tests, backtest and cash management you have run, the more complete the reports.
This sends content to an AI model (Anthropic). What is sent and how it is handled →
Run the simulation (step 2) to write a report.
For treasury, ALM and liquidity-risk specialists and model validators: every figure, the method, the validation evidence and the limitations.
For supervisors, internal audit and model-risk management: scope, assumptions, LCR and stress context, outcomes analysis and numbered findings.
For ALCO, management and the board: does the buffer hold, which bank is weakest and what to do, in two minutes.
For readers with no finance training: could the banks pay their depositors back, in everyday words.