Galinstan Liquidity

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Knowing where the money is, and knowing what to hold, are two different problems.

Intraday monitoring tells a treasurer what happened. Galinstan is built to answer what to do about it: which assets to hold, which to release, and what the surplus is costing.

The choice is hard on purpose. Assets are held in lots, haircuts and caps interact, and encumbrance removes collateral from the buffer. The objective is to give up as little yield as possible while staying above the requirement all day. That is a combinatorial problem rather than a report, and Galinstan is built to solve it as one.

The calculation is built to reconcile to what the bank reports: the same asset, haircut, cap, and encumbrance inputs that feed the LCR position, so a reviewer can trace the answer back to the reported totals, including the liquidity data behind FR 2052a and Call Report reporting where applicable.

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