Coming soon
ILAAP Model Excel Template
Internal Liquidity Adequacy Assessment Process (ILAAP) model for UK and EU banks. LCR, NSFR, stress liquidity outflows, survival horizon, FTP framework. Practitioner-built.
Who it's for
Bank Treasury and Liquidity teams, CFOs and Finance Directors at PRA-supervised and ECB SSM-supervised banks. ALCO secretariats, liquidity risk managers, and consultancies supporting ILAAP submissions.
What's in the model
COVER
Model documentation, methodology selection, ILAAP submission context.
INPUTS
Liquidity buffer calibration, stress scenario parameters, LCR/NSFR weights, FTP rate assumptions, survival horizon target.
HQLA_BUFFER
High Quality Liquid Assets (HQLA) stock: Level 1, Level 2A, Level 2B. Haircutting and concentration limits.
LCR
Liquidity Coverage Ratio: net 30-day stressed outflows vs HQLA. Regulatory threshold tracking (100% minimum).
NSFR
Net Stable Funding Ratio: available stable funding vs required stable funding. Basel III/CRR2 methodology.
STRESS_OUTFLOWS
Idiosyncratic, market-wide, and combined stress scenarios. Contractual vs behavioural outflow assumptions.
SURVIVAL_HORIZON
Days of survival under each stress scenario. Cash flow waterfall by day/week.
FTP_FRAMEWORK
Funds Transfer Pricing: liquidity cost allocation to business lines. Internal pricing of liquidity risk.
CONTINGENCY_PLAN
Contingency Funding Plan triggers and early warning indicators. Escalation thresholds.
OUTPUTS
Executive summary, regulator-ready liquidity position table, ALCO dashboard format.
CHECKS
LCR numerator/denominator ties, NSFR reconciles, survival horizon calculations balance.
What makes this different
PRA ILAAP submission alignment
Output format mirrors PRA ILAAP table structure. Reduces reformatting work at submission time.
LCR + NSFR + Survival Horizon
All three regulatory liquidity metrics in one model. Most templates cover only LCR.
Idiosyncratic + systemic stress
Three stress scenarios built in: bank-specific crisis, market-wide stress, combined. Regulator expectation.
FTP framework integrated
Internal liquidity cost allocation framework included. Not just regulatory metrics — operational ALM tool.
Companion to ICAAP model
Designed to pair with the ICAAP model for banks needing both Pillar 2 submissions.
Get notified when this launches
Excel (.xlsx) · ~12 tabs · CRR2 / PRA ILAAP aligned · expected pricing £995 · Q3 2026 launch target
No spam. One email when it ships. Or contact us at sfsmodels362@gmail.com for a custom early build.
Frequently asked questions
When will this be available?
Targeting Q3 2026. Sign up and we'll email you the moment it ships.
Is there an ICAAP model too?
Yes — the ICAAP Model is on the same release track. Sign up for both.
Does it cover US LCR (FR 2052a)?
v1 covers CRR2/PRA methodology. US LCR (FR 2052a reporting) is a separate model on the pipeline.
Can I commission an early build?
Yes. For time-sensitive ILAAP submissions, we do custom builds. Use the form below or email sfsmodels362@gmail.com.
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About SFS Models
SFS Models builds institutional-grade Excel financial models for banking and finance professionals. Used by FP&A, Treasury, ALM and Capital teams at US and UK regional banks, by PE firms, and by corporate finance consultancies. Open formulas, no VBA, fully auditable.