Liquidity & Funding Risk
Desk-level funding cost, repo dependency and intraday liquidity risk on the trading book
Aggregate Intraday Peak Usage
$4.7B
Weighted Avg Repo Dependency
54%
Desks Tracked
5
Desks on Elevated Watch
2
| Desk | Primary Funding Source | Repo Dependency | Intraday Peak Usage | Status |
|---|---|---|---|---|
| G10 Rates Desk | Repo (GC + Specials) | 58% | $1.2B | Stable |
| Credit Trading Desk | Unsecured + Repo | 41% | $680M | Stable |
| FX Options Desk | Margin & Collateral | 12% | $310M | Stable |
| Equity Derivatives Desk | Stock Loan + Repo | 74% | $940M | Elevated Dependency |
| Prime Services Funding Book | Repo (Specials-Heavy) | 86% | $1.6B | Elevated Dependency |
About This Agent
Data on This Page
Desk-level funding source mix, repo dependency and intraday peak usage. Stat tiles roll up aggregate intraday peak usage ($4.7B), weighted average repo dependency (54%), desks tracked (5), and desks on elevated watch (2).
What This Agent Does
Monitors trading-desk funding cost and repo/stock-loan dependency intraday, distinct from Ballast's regulatory LCR/NSFR calculation — this is desk-facing funding risk rather than the prudential ratio. Flags desks becoming over-reliant on a single funding source and estimates the cost impact of a funding market dislocation.
Worked Examples
- Prime Services Funding Book flagged at 86% repo dependency, driven by a concentration in specials-heavy collateral.
- Equity Derivatives Desk intraday peak usage rose to $940M after a large stock loan position was added ahead of a dividend record date.
- FX Options Desk remains the least funding-sensitive book, relying primarily on posted margin rather than repo.