Estimate liquidity at risk

What it's for

Lets CEOs and investors see both the cash buffer required in adverse futures and whether signed facilities actually cover it, including the remaining unfunded gap.

What you give it

Inputs split into evidence read from your connected systems, calibration your team owns, and numerical controls that affect precision but never the result's meaning.

{
  "committed_facility": 300,
  "maximum_facility_exhaustion_probability": 0.1,
  "minimum_liquidity_buffer": 250,
  "scenarios": [
    {
      "id": "stress",
      "net_liquidity_changes": [
        -300,
        -350,
        -250,
        -100
      ],
      "probability": 0.2
    },
    {
      "id": "base",
      "net_liquidity_changes": [
        -180,
        -150,
        -80,
        20
      ],
      "probability": 0.6
    },
    {
      "id": "upside",
      "net_liquidity_changes": [
        -100,
        -20,
        80,
        120
      ],
      "probability": 0.2
    }
  ],
  "starting_liquidity": 1000
}

What you get back

This is the actual output of running the example above — computed by the same function the platform calls, not an illustration.

{
  "assumptions": [
    "Liquidity paths include timing of available cash, committed inflows, collateral/margin, working capital, obligations, and restricted balances consistently.",
    "The committed facility is legally and operationally drawable in every represented scenario unless path adjustments encode otherwise.",
    "LaR is conditional on supplied paths and probabilities, not a solvency or funding guarantee."
  ],
  "configuration": {
    "maximum_facility_exhaustion_probability": 0.1,
    "period_count": 4,
    "scenario_count": 3,
    "tail_probability": 0.1
  },
  "decision": "liquidity_facility_risk_within_tolerance",
  "method": "peak_liquidity_at_risk_v1",
  "scenario_diagnostics": [
    {
      "facility_exhausted": false,
      "minimum_liquidity": 0,
      "peak_liquidity_need": 250,
      "probability": 0.2,
      "scenario_id": "stress",
      "unfunded_shortfall": 0
    },
    {
      "facility_exhausted": false,
      "minimum_liquidity": 590,
      "peak_liquidity_need": 0,
      "probability": 0.6,
      "scenario_id": "base",
      "unfunded_shortfall": 0
    },
    {
      "facility_exhausted": false,
      "minimum_liquidity": 880,
      "peak_liquidity_need": 0,
      "probability": 0.2,
      "scenario_id": "upside",
      "unfunded_shortfall": 0
    }
  ],
  "summary": {
    "committed_facility": 300,
    "expected_peak_liquidity_need": 50,
    "liquidity_at_risk": 250,

How it works

Statistical audit & measurement — Check whether a number is fit to decide on: coverage, timing, reconciliation, and the gaps a dashboard hides.

1. 1 Freeze available starting liquidity, the protected minimum buffer, genuinely committed drawable facilities, horizon/cadence, and complete joint liquidity paths with probabilities.
2. 2 Cumulate every path, measure its peak funding need relative to the buffer, then calculate weighted liquidity-at-risk and conditional tail funding need.
3. 3 Separate facility exhaustion probability from residual unfunded shortfall and stress drawability, restrictions, collateral, covenants, and timing before presenting the decision.

Before you trust it

Every tool in the catalog ships with the conditions under which its answer is meaningful — and the conditions under which it should abstain instead of guessing.

Calibrating it to your org

Calibration workflow

1. 1 Define the management decision, target outcome, aggregate unit, privacy boundary, cadence, and prediction/intervention horizon for this organization.
2. 2 Build a tenant-scoped historical cohort using only information available before each prediction or decision; preserve zero periods, censoring, assignment probabilities, and unresolved outcomes when the method requires them.
3. 3 Estimate statistical parameters on training history, but obtain costs, utilities, risk tolerance, practical-effect thresholds, capacity, and policy constraints from accountable decision owners.
4. 4 Validate on later time windows or held-out aggregate units at the deployment grain, against a simple baseline and the function-specific validation strategy.
5. 5 Deploy only if the returned decision clears evidence, overlap, calibration, robustness, and guardrail checks; warning, unsupported, schema-gap, and fallback decisions are abstentions.
6. 6 Monitor realized outcomes, data drift, coverage, and decision regret; recalibrate at a governed cadence or after a detected regime/definition change, never merely because a stakeholder dislikes the result.

Call it from your AI

You don't wire up 388 tools in your MCP client. The GitRevio MCP server exposes 18 tools, three of which let an agent search the catalog, read a tool's schema, and run it — so the assistant finds this one on its own.

gitrevio_capabilities_search
  { "q": "estimate liquidityatrisk tail funding need committedfacility" }
  → finds "estimate_liquidity_at_risk"

gitrevio_capability_describe
  { "capability_id": "estimate_liquidity_at_risk" }
  → returns the input schema and agent guidance shown on this page

gitrevio_capability_run
  { "capability_id": "estimate_liquidity_at_risk", "arguments": { ... } }
  → returns the result shown above

Works in Claude Desktop, Claude Code, Cursor, Cline, Continue.dev, Goose and Aider. See the MCP server.

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