Amounts in M$	Numeric Summaries	T0	T1	T2	T3	T4	T5	T6	T7	T8	T9	T10
Liquidity buffer												
Cash		1000	1000	1000	1000	1000	1000	2000	1000	2000	1000	2000
	Cash Delta	not applicable	0%	0%	0%	0%	0%	100%	-50%	100%	-50%	100%
Securities		1200	1300	1200	1200	1200	1100	1100	1200	1200	2200	1200
	Securities Delta	not applicable	8.3%	-8%	0%	0%	-8.3%	0%	9%	0%	83%	-45%
Market Benchmark			10%	-4%	0%	0%	-6.0%	0%	3%	0%	0%	0%
Total Liquidity buffer		2200	2300	2200	2200	2200	2100	3100	2200	3200	3200	3200
												
Net liquidity outflow												
Outflows												
Outflows from unsecured transactions/deposits		1000	1000	1000	1000	5000	1000	1000	1000	2000	2000	7000
Outflows from secured lending and capital market-driven transactions		1000	1000	1000	2000	1000	1000	2000	1000	1000	1000	1000
Total outflows from collateral swaps		1000	1000	1000	1000	1000	1000	1000	1000	1000	1000	1000
Total outflows		3000	3000	3000	3000	7000	3000	4000	3000	4000	4000	9000
Total inflows		1200	1200	1200	1200	1200	1200	2200	1200	1200	1200	1200
Total net liquidity outflow		1800	1800	1800	1800	5800	1800	1800	1800	2800	2800	7800
	Liquidity headroom	400	500	400	400	-3600	300	1300	400	400	400	-4600
	LCR	122%	128%	122%	122%	38%	117%	172%	122%	114%	114%	41%
	Delta	not applicable	5.6%	-6%	0%	-84%	79%	56%	-50%	-8%	0%	-73%
	DQ Anomaly flag	not applicable	No	Yes	Yes	Yes	No	No	Yes	No	No	Yes
	Root Cause Detection	not applicable	not applicable	Securities delta not within the expected range. Securities is 2 times the market valuation DoD variation. 	Outflow fro The letter v should appear at least 45 times.
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