Enterprise platforms · Banking
Treasury and liquidity management system
We build custom treasury and liquidity management systems for banks and financial institutions: cash positioning across currencies and correspondents, intraday liquidity monitoring, liquidity gap and regulatory ratio inputs, FX exposure, funds transfer pricing and limits. The system takes its data from your core, payment and trading systems, gives treasury one live view, and is yours to own and change.
Requirements pack · Banking finance
Bank reporting and controlling requirements pack
A requirements pack for regulatory reporting, treasury and liquidity reporting, and management controlling systems in a bank: data, definitions, calculations, validation, lineage, close and governance.- 01Eight requirement areas shared by regulatory, treasury and controlling reporting.
- 02What to ask for on data definitions, lineage and reconciliation.
- 03Close, sign-off and change-management items auditors check.
- 04Seven questions to put to any vendor or development partner.
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What the system does, module by module.
- 01
Cash positioning
A live position by currency, account and correspondent, built from payment messages, statements and ledger balances, with projected end-of-day positions. - 02
Intraday liquidity monitoring
Intraday inflows and outflows, peak usage, available liquidity and time-specific obligations, using the monitoring tools supervisors define. - 03
Liquidity gap and maturity ladder
Contractual and behavioural cash flows bucketed by maturity, with the net funding gap by currency and entity. - 04
Regulatory liquidity inputs
Data for liquidity coverage and net stable funding calculations, with the classification of assets and flows documented and reproducible. - 05
Stress and scenario analysis
Run-off assumptions, market and idiosyncratic stress scenarios and their effect on the gap and on available buffers. - 06
FX exposure and hedging
Exposures aggregated across the bank, hedge deals captured and linked to what they hedge, with open positions against limits. - 07
Funds transfer pricing
Curves and methods that charge business lines for funding and credit them for deposits, with the allocation stored for reporting. - 08
Limits and alerts
Limits by currency, counterparty, tenor and liquidity measure, with early warning at agreed thresholds and a record of breaches and approvals. - 09
Deal capture and confirmation
Money market, FX and repo deals captured, matched with confirmations and sent to settlement and accounting.
Reference architecture.
Standards and interfaces
What we design against.
- Basel III liquidity standards
- The liquidity coverage ratio and net stable funding ratio, as implemented in the bank's jurisdiction, including local liquidity rules.
- BCBS intraday liquidity monitoring tools
- The Basel Committee's tools for daily maximum usage, available intraday liquidity and time-specific obligations.
- ISO 20022 camt messages
- Intraday reports, statements and notifications as the basis for the live position.
- FpML and the ISDA Common Domain Model
- Standard representations of derivative trades for capture, confirmation and downstream processing.
- IFRS 9 hedge accounting
- Hedge designation and effectiveness data passed to accounting.
- Supervisory expectations on liquidity risk
- Governance, stress testing and contingency planning that the data and reports must support.
Data model
The core entities.
- Cash flow
- Amount, currency, value date, source, type, certainty and the contract or message behind it.
- Position
- Balances and projected balances by account, correspondent, currency and time of day.
- Deal
- Instrument, counterparty, terms, status, confirmation and linked hedge relationship.
- Liquidity bucket and classification
- Maturity bucket, asset or flow category and the rule used to assign it.
- Scenario
- Assumptions, shocks, run-off rates, results and the person who approved the set.
- Limit and breach
- Limit definition, utilisation, thresholds, breach record and approval.
- FTP rate and allocation
- Curve, method, tenor, spread and the amount charged or credited to each unit.
When custom development is the right call.
Controls designed in, not added later.
Segregation of duties
Deal capture, confirmation, settlement and limit changes are held by different roles, with approval enforced by the system.Assumption governance
Run-off rates, behavioural assumptions and curves are versioned and approved, so each report can be reproduced.Audit trail
Every figure traces to its source flow, rule and time, and every change is stored with the previous value.Role-based access
Dealers, risk, finance and audit see the views they need and no more.Resilience
Recovery objectives matched to the intraday cycle, with tested restore and replay of intraday data.
From discovery to a system you run.
- 01
Liquidity process mapping
We map how treasury builds its positions and ratios today, with the sources, spreadsheets and decisions behind each figure. - 02
Data and rules design
Cash flow sources, classifications, scenarios and limits are agreed with treasury, risk and finance. - 03
Build the live position first
Cash positioning and intraday monitoring go first because treasury uses them daily, followed by the ladder and ratio inputs. - 04
Reconcile against existing reports
Figures are compared with the current reports and ratios until differences are explained. - 05
Roll out and extend
Stress scenarios, FX exposure, funds transfer pricing and limits are added, with ALCO reporting from the same data.
Relevant work
Where to see our work.
Common questions.
- Is this a replacement for a treasury management suite?
- It can be, for institutions whose needs are narrower than a suite. For larger banks it is more often a live cash and liquidity layer that sits beside a suite and fills the gaps.
- Where does the live position come from?
- From payment messages, statements and ledger balances, supplemented by scheduled and forecast flows. The sources are agreed in design and reconciled to the ledger.
- Can the system produce regulatory liquidity ratios?
- It prepares the classified data and calculations for the ratios and keeps the rules and assumptions versioned. Submission follows the bank's regulatory reporting process.
- How are stress scenarios defined?
- Scenarios are data: shocks, run-off rates and assumptions held with versions and approvals, so results can be repeated and compared across dates.
- Who owns the code and the data?
- You do. The code, the models and the data stay yours.