Liquidity by Uncertainty Model (LUM): A Rigorous Axiomatic Formalization

A rigorous formal model for liquidity management under uncertainty in the timing of obligations is presented. The LUM (Liquidity by Uncertainty Model) demonstrates that liquidity stability is determined not by forecasting accuracy, but by the firm’s ability to maintain a reserve R sufficient to cover the maximum possible volume of obligations within the uncertainty window. A theorem establishing the necessity and sufficiency of the condition B ≥ R is proven. The LUM model logically extends the AstraVerge research program, building upon FDB, COE, and studies on coherence fields.