{
  "name": "BondStats Liquidity Continuity Engine",
  "version": "LCE-1.1.0",
  "publicUrl": "https://www.bondstats.org/central-banks/liquidity-continuity-engine/",
  "model": "deterministic hourly intraday cash-resources vs obligations",
  "data": "synthetic, uncalibrated, no actual institution data",
  "units": "illustrative millions of a single synthetic currency",
  "horizon": ["09:00", "10:00", "11:00", "12:00", "13:00", "14:00", "15:00", "16:00", "17:00"],
  "headroom": "openingCash + cumulative(inflows + repoFunds + drawableCommittedLine) - cumulative(deposits + settlements + marginCalls)",
  "collateralFunds": "collateralBook * (1 - encumberedPct/100) * (1 - haircutPct/100) * repoAdvancePct/100",
  "firstBreach": "earliest hourly payment checkpoint when headroom < 0",
  "peakGap": "max(0, max(-headroom across all hourly checkpoints))",
  "excluded": ["already encumbered collateral", "cross-border trapped assets", "haircut and advance-rate holdback", "facilities not modelled as drawable"],
  "interventions": {"preposition": "advance repo eligibility by 2 modelled hours", "facility": "add explicitly assumed drawable credit at user-selected hour", "sequence": "defer 20% of non-critical settlement obligations at 11:00 and 12:00 by four hours"},
  "limitations": ["not an LCR or NSFR calculation", "not a regulatory stress test", "not a forecast of bank failure", "not a payment-by-payment real-time gross settlement simulator", "not a bank-specific assessment", "not investment advice"],
  "runtime": {"externalApis": false, "allCalculationsLocal": true, "accountRequired": false, "externalAnalytics": false},
  "references": ["https://www.bis.org/publications/201304-standards-monitoring-tools-intraday-liquidity-management", "https://www.bis.org/committees/bcbs/basel-framework/standard/lcr?allChapters=true"],
  "licenceNote": "Original BondStats scenario logic; supervisory standards are linked as independent external references, not incorporated or reproduced."
}