README.md

metadata

title: ALCO Liquidity & IR Dashboard
emoji: 🏦
colorFrom: blue
colorTo: green
sdk: gradio
sdk_version: 5.49.1
app_file: app.py
pinned: true

ALCO Liquidity & IR Dashboard (MotherDuck) — Hugging Face Space

This Space provides an offline-first dashboard for bank ALCO/ALM:

• Liquidity: T+1 gap and maturity ladder
• Interest-Rate Risk: duration (modified), DV01, and ±100bp parallel shock
• Explainability: top T+1 contributors by tenor (months), segment, and currency
• Exports: Excel (multi-sheet) and a lightweight PDF summary

Deploy

1. Create a new Hugging Face Space (SDK: Python).
2. Add the files from this repo: app.py, requirements.txt, README.md.
3. In the Space Settings → Secrets, add MOTHERDUCK_TOKEN.
4. Your source table: my_db.main.masterdataset_v with columns

• as_of_date (DATE like 2025-09-15)
• product, months, segments, currency, Portfolio_value, Interest_rate, days_to_maturity

5. On first run, the app creates a normalized view my_db.main.positions_v (Assets vs SoF bucket).

Usage

• Press Refresh to query latest as_of_date and render KPIs, charts, and tables.
• Use Export Excel / Export PDF to download artifacts for ALCO.

Notes

• Sign convention: Assets=inflow (+), SoF=outflow (–). Net gap T+1 = Assets_T1 − SoF_T1.
• Duration/convexity/DV01 use transparent approximations with tenor T in years and yield y from Interest_rate.