Value Packs / Banking / Liquidity & Maturity Early-Warning / Brief 02

Liquidity & Maturity Early-Warning · Brief 02

Maturity-Concentration Command Centre

Every region on one ladder · scored weekly against the 8 / 12 / 16 concentration bands

DataGenie Brief · autonomous
All regions · FD + demand deposits + engagement · 0 raw rows moved

The one line you configure

Where does each region sit on the maturity-concentration scale this week, and is any drifting toward a 30-day liquidity cliff?

In a nutshell

The book is comfortable — most regions hold under the 12% watch line. The danger is specific: the Southeast's 30-day maturity concentration has climbed to 17.9% from an ~8.5% baseline (2.11×), a wall of the term book coming due — and the flat premature-break rate confirms it is scheduled maturities, not distress.

At a glance

Southeast · Maturity Conc.17.9%vs 8.5% base (2.11×)scheduled cliff
Cliff line16%crossed30-day wall
Premature-Break Rate~5%flat — schedulednot distress
Region median~9%most comfortableholds

By segment

ComfortableWatchDangerCliff
West7.6
Midwest8.1
Southwest9.4
Northeast11.2
Southeastdrifting17.9

What moved

Southeast · Long-tenure book↗ 30-day wall building, scheduled17.9%
Northeast · mixed tenorwatch — climbing but under the line11.2%
West · laddered bookcomfortable — maturities well spread7.6%

What · the Southeast wall sits in the 0–30-day bucket

0–30 daysthe wall$2.10B
31–60 days$0.90B
61–90 days$0.70B
90+ days$1.80B

The near bucket is the risk — $2.10B rolls off inside 30 days while the rest of the ladder is spread; a bunched front rung is the cliff.

Where · the cliff is one region, not the book

SEprimary17.9%
NEmaterial11.2%
SWminor9.4%
MWgood8.1%
Wgood7.6%

The Southeast carries the wall; the rest of the network sits at or near the comfortable line.

When · Southeast concentration crossed the cliff line this week

Maturity Concentration (%) · actual vs expected band+9.4 pts
4%8.5%13%17.5%22%17.9% — over the 16 cliff linenow
Now17.9%
Base8.5%
Cliff16%

The climb built over five weeks and broke the band this week — a building cliff, not a one-week spike.

What the leading signal adds

Maturity-schedule views rose first — customers are already checking unlock dates — so the cliff is visible a full cycle before the maturities settle, while there is still time to pre-fund.

So what

Most of the book is comfortable and well-laddered. One region — the Southeast at 17.9% — carries a 30-day wall that, left unfunded, forces refinancing into whatever rate the market offers that week and concentrates rollover risk. The flat break rate says it is scheduled, so there is still time to pre-fund and pre-empt with renewal offers before the maturities settle.

The points that matter

It is one region, not the book

Most regions hold under the 12% watch line; only the Southeast's 30-day wall needs action now.

17.9%one region

Scheduled, not distress

Break rate stayed flat while concentration doubled — contractual maturities coming due, not early breaks.

flatbreak rate

The clock is the maturity date

Maturity-schedule views led — customers know the dates too; pre-emptive renewal offers beat a scramble to pre-fund at market.

16%cliff line

Questions it already answers

Is the Southeast wall scheduled maturities or early breaks?

Scheduled — break rate held flat while 30-day concentration climbed to 17.9%; contractual roll-off, not distress.

Which tenure carries the wall?

Long and Medium tenure lead — the longer-dated Southeast book rolls to maturity together; short-tenure is a small slice.

If we launch a renewal offer before the maturities settle, does the cliff ease?

Yes — a targeted renewal offer on the long-tenure book pulls projected concentration back under the watch line at a defined rate cost.