liquidity-stress-morning

liquidity-stress-morning is a skill for Claude Code, Codex from PostOakLabs/ainumbers. It costs 56 tokens per session (629 once invoked), scanned A, original, MIT.

A morning banking risk run covering liquidity stress, capital scenarios, and trading-book VaR. LCR and NSFR are regulatory measures of short- and longer-term funding strength; VaR estimates a potential trading loss at a chosen probability and time period.

In plain words
What is it for?
It runs a combined LCR/NSFR stress, compares Basel risk-weighted-asset scenarios, calculates VaR in normal and stressed conditions, and writes a note for the asset-liability committee.
Why use it?
It puts related risk results in one recorded session and shows which constraint or scenario is most important. This makes the figures easier for a risk committee to recheck.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit It runs a combined LCR/NSFR stress, compares Basel risk-weighted-asset scenarios, calculates VaR in normal and stressed conditions, and writes a note for the asset-liability committee.

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Install with agentmods
npx agentmods add skills/postoaklabs/ainumbers/liquidity-stress-morning
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add PostOakLabs/ainumbers --skill liquidity-stress-morning
Clone the repo
git clone --depth 1 https://github.com/PostOakLabs/ainumbers

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for liquidity-stress-morning

README.md
[![agentmods](https://agentmods.dev/badge/skills/postoaklabs/ainumbers/liquidity-stress-morning/github.svg)](https://agentmods.dev/skills/postoaklabs/ainumbers/liquidity-stress-morning)
Your own site
<a href="https://agentmods.dev/skills/postoaklabs/ainumbers/liquidity-stress-morning"><img src="https://agentmods.dev/badge/skills/postoaklabs/ainumbers/liquidity-stress-morning/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for liquidity-stress-morning

Your own site · 80×15
<a href="https://agentmods.dev/skills/postoaklabs/ainumbers/liquidity-stress-morning"><img src="https://agentmods.dev/badge/skills/postoaklabs/ainumbers/liquidity-stress-morning.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 56 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 629 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00056 $0.00629
Opus 5.5 $0.00022 $0.00252
Sonnet 5.5 $0.00011 $0.00126
Haiku 4.5 $0.00006 $0.00063

Measured 15d ago against content hash df71551ebe6b, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

liquidity-stress-morning scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 15d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/liquidity-stress-morning/SKILL.md · 41 lines

What it actually says

Liquidity stress morning

Run LCR/NSFR stress, then Basel RWA scenarios, then VaR, and bind it all in one session receipt.

Prompt

One morning risk run, every number re-verifiable.

  1. Call run_liquidity_stress_test on a synthetic balance sheet under a combined LCR/NSFR stress (outflow rates up, inflows haircuts). Record the survival horizon and the binding constraint.
  2. Call compute_stress_test_scenarios for the scenario set. Record which scenario is worst and by how much.
  3. Call compute_rwa_scenarios across the Basel RWA approaches for the same book. Record the RWA range and the approach that binds.
  4. Call compute_portfolio_var for the trading book at 99/1-day, then under the worst stress path. Record both numbers.
  5. Consistency check: state in one sentence whether the VaR book and the RWA book overlap, and where the models disagree.
  6. build_session_receipt over the four runs. Give me the ledger link.
  7. Write the morning note for the ALCO: the binding constraint, the worst scenario, the RWA and VaR numbers, and the ledger link, so any attendee recomputes the run from the same inputs without your help. Call shape: every ChainGraph node tool takes its arguments nested under one wrapper object, e.g. {"policy_parameters": { ... }}; flat arguments are discarded by schema validation. If a named tool is not in your tool list, call call_tool with { "name": "", "arguments": { … } }. It runs the same validation and returns the same receipt. GPU note: the compute_portfolio_var tool computes in your browser, so the MCP endpoint returns no execution_hash; export the Policy Mandate artifact the page produces and pass that full artifact to verify_execution_hash as claimed_hash.

How to run

Connect an MCP-capable host to https://mcp.ainumbers.co/mcp, then give the prompt above to the assistant.

Use synthetic inputs only. Never paste personal or production data.

Verify what came back

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 15d ago Changed df71551ebe6b
  2. 19d ago First seen · 41 lines · 56 tokens per session scan A fe267c0c570a

Subscribe to this mod's changes

liquidity-stress-morning is a skill published in the GitHub repository PostOakLabs/ainumbers (11 stars, last pushed yesterday), licensed MIT. It adds 56 tokens to every session and 629 once invoked, about $0.0002 per session on Opus 5.5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-27.

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