Intraday Liquidity Console (BCBS 248 / 12 CFR Part 249)
Monitoring Metrics for Intraday Liquidity Management | Federal Reserve Fedwire & Instant Rails
DAYLIGHT OVERDRAFT MONITOR ACTIVE
$125,000,000
Federal Reserve Bank Account Balance (00:00 EST)
-$42,380,000
14:00 CUTOFF
Daylight Overdraft Peak Drawdown
$95,000,000
Pre-Pledged Collateral @ 5.0% Haircut
+$52,620,000
Post-Deficit Discount Window Buffer
Hourly Drawdown Curve (00:00 - 23:00)
Supervisory Compliance Attestation
BCBS 248 METRICS FULLY COMPLIANT
- Instant Payment Outflow Share:
- 65.0%
- Stressed Outflow Multiplier:
- 1.75x
- Fedwire Real-Time Gross Limit:
- $250.0M
- Discount Window Breaches:
- 0 Confirmed
Liquidity Risk Officer Directive
Daylight overdraft at 14:00 is comfortably covered by the $95M pledged collateral facility.