Example 1: Capital Adequacy Ratio Monitoring
Input:
{
"request_type": "capital_adequacy_check",
"bank_id": "BANK001",
"reporting_date": "2024-03-31",
"portfolio_data": {
"total_assets": 850000000,
"risk_weighted_assets": {
"credit_risk": 425000000,
"market_risk": 85000000,
"operational_risk": 65000000
},
"capital_components": {
"common_equity_tier1": 68000000,
"additional_tier1": 12000000,
"tier2_capital": 25000000
}
},
"stress_scenario": "adverse_economic"
}
Output:
{
"analysis_id": "CAR-2024-Q1-001",
"capital_ratios": {
"cet1_ratio": {
"value": "11.83%",
"minimum_requirement": "4.5%",
"buffer_requirement": "2.5%",
"total_requirement": "7.0%",
"status": "COMPLIANT",
"excess_capital": 27775000
},
"tier1_ratio": {
"value": "13.91%",
"requirement": "8.5%",
"status": "COMPLIANT"
},
"total_capital_ratio": {
"value": "18.26%",
"requirement": "10.5%",
"status": "COMPLIANT"
},
"leverage_ratio": {
"value": "9.41%",
"minimum": "3.0%",
"status": "COMPLIANT"
}
},
"stress_test_results": {
"scenario": "adverse_economic",
"projected_cet1": "9.2%",
"projected_losses": 15250000,
"capital_planning_buffer": 8500000
},
"recommendations": [
"Maintain current capital levels - all ratios exceed requirements",
"Consider optimizing Tier 2 capital structure for cost efficiency",
"Review RWA optimization opportunities in low-return portfolios"
],
"regulatory_reporting": {
"corep_templates": ["C01.00", "C02.00", "C03.00"],
"submission_deadline": "2024-05-15",
"validation_status": "READY"
}
}
Example 2: Liquidity Coverage Ratio Analysis
Input:
{
"request_type": "lcr_analysis",
"bank_id": "BANK001",
"analysis_date": "2024-04-01",
"liquidity_data": {
"high_quality_liquid_assets": {
"level_1": 125000000,
"level_2a": 35000000,
"level_2b": 15000000
},
"cash_outflows": {
"retail_deposits": 450000000,
"wholesale_funding": 280000000,
"committed_facilities": 95000000,
"derivative_exposures": 42000000
},
"cash_inflows": {
"retail_loans": 65000000,
"wholesale_loans": 85000000,
"securities_maturing": 25000000
}
},
"stress_duration_days": 30
}
Output:
{
"lcr_analysis_id": "LCR-2024-04-001",
"liquidity_coverage_ratio": {
"total_hqla": 168250000,
"total_net_cash_outflows": 138675000,
"lcr_percentage": "121.3%",
"minimum_requirement": "100%",
"status": "COMPLIANT",
"buffer_amount": 29575000
},
"hqla_composition": {
"level_1_percentage": "74.3%",
"level_2a_percentage": "20.8%",
"level_2b_percentage": "4.9%",
"composition_limits": "WITHIN_LIMITS"
},
"stress_test_scenarios": {
"base_case": "121.3%",
"moderate_stress": "108.5%",
"severe_stress": "95.2%",
"extreme_stress": "87.1%"
},
"early_warning_indicators": {
"deposit_concentration": "MODERATE",
"funding_stability": "STRONG",
"asset_encumbrance": "LOW",
"contingent_liquidity": "ADEQUATE"
},
"recommendations": [
"Increase Level 1 HQLA by 10% to strengthen severe stress resilience",
"Diversify wholesale funding sources to reduce concentration risk",
"Establish additional committed credit facilities for contingency"
],
"regulatory_compliance": {
"lcr_reporting_template": "C72.00",
"nsfr_status": "112%",
"monitoring_metrics": ["LCR daily", "NSFR monthly"],
"next_review_date": "2024-05-01"
}
}