Stress inputs
Stress assumptions include reserve-capacity shock, proof-quorum failure, stale source data, counterparty unavailability, DBIS incident, FX/valuation move and withdrawal or conversion pressure.
OMNL-WP-003
Avail and liquidity stress methodology.
Draft public methodology for short-horizon liquidity coverage, reserve availability and stress escalation in the OMNL monetary framework.
Horizon framework
Availability windows
| Horizon | Purpose | Required evidence |
|---|---|---|
| 6 seconds | Operational immediacy and automated-control responsiveness. | API freshness, reconciliation state and execution-control proof. |
| 1 day | Same-day liquidity and settlement resilience. | Custody availability, settlement access and source freshness. |
| 7 days | Short stress-period coverage. | Haircut-adjusted liquidation, operational continuity and counterparty access. |
| 30 days | Monthly stress survival and reserve planning. | Concentration limits, liquidity tiers, valuation discipline and governance review. |
Breach escalation
A breach is escalated to reserve authority, monetary-policy authority, audit/risk review and publication control. Live status remains qualified until the public record is updated.
Disclosure boundary
The current public record may publish zero reserve capacity while non-zero M00 or M1 figures remain visible. Those fields are separate monetary layers, not substitute assurance.
Open items
Stress calibration, quantitative floors, threshold bands, decision ownership and independent assurance remain pending publication.
Research gaps
Required stress disclosures
| Stress item | Status | Public disclosure needed |
|---|---|---|
| Quantitative floors | Not published | Define the minimum 6s, 1d, 7d and 30d thresholds. |
| Calibration | Not published | State the stress assumptions and calibration dataset. |
| Breach ownership | Pending | Identify who owns escalation and remediation. |
| Backtesting | Not published | Publish the backtest history and result interpretation. |
Public notice
Financial stability backlog notice
Open the financial stability backlog notice for the current report, calibration and resilience gaps.