Designing Cash Flow Forecasting Pipelines for Regulatory Reporting and Liquidity Risk

Ravikumar Mani Naidu Gunasekaran

doi:10.71097/IJAIDR.v16.i2.1660

Designing Cash Flow Forecasting Pipelines for Regulatory Reporting and Liquidity Risk

Author(s)	Ravikumar Mani Naidu Gunasekaran
Country	United States
Abstract	In modern banking, accurate and auditable cash flow forecasting has become a strategic imperative not only for internal liquidity planning, but also to meet regulatory expectations from global authorities such as the Federal Reserve, European Central Bank and Basel Committee on Banking Supervision. This article presents a comprehensive framework for designing data-driven, scalable, and compliance-aligned forecasting pipelines that support both real-time liquidity risk management and regulatory reporting in large financial institutions. We introduce a modular forecasting pipeline that integrates historical transaction data, behavioral analytics, and market signals into a unified forecasting engine. The architecture features real-time data ingestion, model orchestration, policy-driven data governance, and automated audit logging, ensuring full transparency, traceability and reproducibility of all forecasting outputs. Techniques discussed include ensemble time series models, machine-learning-based outlier detection, and scenario simulation for stressed liquidity conditions. This system has been successfully implemented within a Tier 1 bank, resulting in:  A 38% improvement in forecast accuracy over legacy models.  A 60% reduction in manual effort for generating liquidity compliance reports.  Full alignment with BCBS and LCR/NSFR disclosure frameworks.
Keywords	Cash Flow Forecasting; Liquidity Risk; Regulatory Reporting; Basel III; BCBS 239; Liquidity Coverage Ratio (LCR); Net Stable Funding Ratio (NSFR); Stress Testing; Scenario Analysis; Treasury Management; Data Governance; Machine Learning; AI-driven Forecasting; Risk Data Aggregation; Auditability.
Field	Engineering
Published In	Volume 16, Issue 2, July-December 2025
Published On	2025-12-16
Cite This	Designing Cash Flow Forecasting Pipelines for Regulatory Reporting and Liquidity Risk - Ravikumar Mani Naidu Gunasekaran - IJAIDR Volume 16, Issue 2, July-December 2025. DOI 10.71097/IJAIDR.v16.i2.1660
DOI	https://doi.org/10.71097/IJAIDR.v16.i2.1660
Short DOI	https://doi.org/hbkqrq

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Designing Cash Flow Forecasting Pipelines for Regulatory Reporting and Liquidity Risk

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