13 Week Liquidity Early Warning System (Risk Index, Alerts, Stress Scenario)

The 13-Week Liquidity Early Warning System is a structured financial control framework designed to provide forward-looking visibility on short-term liquidity risk.

This model goes beyond a basic cash flow forecast. It combines a rolling 13-week liquidity projection with an integrated Liquidity Risk Index (0–100), automated minimum buffer monitoring, breach detection logic, executive alerts, and structured stress scenario functionality. The objective is not only to project cash positions, but to identify emerging liquidity pressure early and translate it into actionable insight.

The dashboard consolidates critical indicators including projected opening and closing liquidity, lowest cash position within the horizon, liquidity runway, buffer surplus or deficit, and weekly net cash volatility. Risk subscores provide additional transparency by decomposing the overall risk score into buffer, runway, volatility, and trend components.

A built-in stress module allows rapid simulation of inflow reductions and outflow increases, enabling scenario-based assessment under adverse conditions. Governance reflection prompts further support disciplined financial decision-making by encouraging structured review of assumptions and contingency planning.

The model follows established 13-week liquidity management practices commonly applied in treasury environments, restructuring contexts, and turnaround situations. All calculations remain transparent, traceable, and fully Excel-based.

Designed for CFOs, finance managers, restructuring professionals, investors, and founders, this system supports proactive liquidity governance rather than reactive crisis management. It provides clarity, structure, and early warning capability in situations where liquidity discipline is critical.