Dynamic LCR Explorer

The Dynamic LCR measures whether the fund has enough accessible assets to cover what it might suddenly owe during a period of market stress. A score above 1.0 means the fund could survive the stress period without being forced to sell assets at bad prices. Unlike a fixed ratio, the Dynamic LCR changes as assumptions about markets, asset values, and obligations change.

⚠️ This is an illustrative scenario and does not reflect HOOPP's actual current liquidity position or portfolio values. It is intended for internal discussion purposes only.

Assumption dials

Try this: ① Pick a scenario → ② Adjust the dials → ③ Watch your score change

How much do we count our assets as worth under stress?

When markets fall, not all assets can be sold at face value. These assumptions control how much of a discount we apply.

Discount applied to government bonds in a crisis
3%
default
Discount applied to equities in a crisis
20%
default
Share of equity holdings that count toward the liquidity buffer
40%
default
Count corporate bonds as part of the liquidity buffer

How bad do we assume the shock will be?

These are the market moves we plan to be able to survive. More severe assumptions mean we need to hold more liquidity.

Assumed equity market drop during stress
-35%
default
Assumed interest rate increase during stress
100 bps
default
Assumed widening in corporate bond spreads
110 bps
default
Scenario type
Worst caseHistorical 99th

How much do we plan for private market obligations?

Private investments can require sudden cash payments. These assumptions control how much we plan for.

Share of unspent private investment commitments assumed to be called at once
32%
default

Start with a scenario:

Your Dynamic LCR

Moderate

1.23x

The fund is operating with a moderate liquidity buffer. Small changes in market conditions could push this lower — use the dials to explore what drives the score.

Estimated annual return foregone from holding this excess: ~$18M

Illustrative only — assumes 0.5% annual drag on capital held above the minimum threshold.

Equivalent coverage: ~6.5 months of stressed outflows from liquid assets alone.

Formula breakdown

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= Dynamic LCR: 1.23x

What makes up your score

Supply$21.07B
Demand (outflows)$15.83B
Government bonds
Equities
Inflows
Net cashflows
Corporate bonds
Outflows

What's driving the change?

All assumptions are at their default values.