Treasury & Liquidity Operations
The 4 screens that forecast cash runway, monitor FX exposure and hedging, manage counterparty credit limits, and track Basel III liquidity buffers.
What this group does
Treasury & Liquidity Operations covers cash-runway forecasting, currency exposure/hedging, counterparty credit limits, and Basel III liquidity buffers. All 4 screens use the identical direct-per-record two-stage hybrid engine (Stage 1 embedding infrastructure, unwired to the UI; Stage 2 AI-engine-routed synthesis) described on the Overview page.
1. Cash Flow Forecast
Purpose: A treasury ledger tracking an operating entity’s 30/60/90-day net cash projection against a targeted minimum reserve buffer — optimal, tight, or in deficit — so treasury teams can decide whether a liquidity sweep or credit-line draw is needed.
Ledger columns / key fields
- ID format
CFF-YYYY-XXXX forecastId,operatingEntity,netCash30d,netCash60d,netCash90d,projectedMinBuffer,currencyvarianceIndexPct,riskLevel(optimal/tight/deficit)countryCode,lastRunDate,aiStressTestAnalysis
Gauge
Net Cash Runway Gauge — the percentage of records at optimal risk level out of the total. Standard status-count pattern. Bar color: ≥80% green, 40–79% amber, below red.
Key actions
- New Record, AI Analyze (runs the cash flow forecast audit, producing a stress-test analysis plus confidence score; disabled while operating entity is blank).
- Execute Liquidity Sweep / Sweep (row action, inline mini-form: amount + source account + target account + reason) — logs the sweep intent to the notes and updates the last-run date; disabled when the risk level is deficit.
- Delete — permanent, with inline confirmation.
Known limitation
Sweep does not move real money between bank accounts. The app’s real Treasury module only covers term-deposit/bond/money-market-fund maturity and rollover — it offers no generic “transfer amount between two accounts” capability, and there is no link between this screen’s cash flow forecast records and a real treasury instrument or financial account. The action only logs intent to its own record.
2. FX Exposure & Risk
Purpose: A currency risk ledger tracking a currency pair’s gross asset/liability position, current hedge coverage, and daily Value-at-Risk (99% confidence) — fully hedged, partially exposed, or critically exposed.
Ledger columns / key fields
- ID format
FXR-YYYY-XXXX exposureId,currencyPair,grossAssets,grossLiabilities,baseCurrency,dailyVar99hedgeCoveragePct(0–100),auditStatus(hedged/partially_exposed/critical_exposure)countryCode,lastRunDate,aiHedgingRecommendation
Gauge
FX Hedge Coverage Bar — This is an average, not a status count: it takes the mean of every record’s own hedge-coverage percentage, since that field is already a per-record percentage. Bar color: ≥80% green, 40–79% amber, below red.
Key actions
- New Record, AI Analyze (runs the FX exposure audit, producing a hedging recommendation plus confidence score; disabled while currency pair is blank).
- Auto-Generate FX Hedge Order (row action, inline mini-form: notional amount + instrument type (forward/option) + target rate + reason) — logs the order intent to the notes and updates the last-run date; disabled when the audit status is hedged.
- Delete — permanent.
Known limitation
Hedge Order does not send a real order to a bank or broker. There is no FX trading/execution system anywhere in the app today; the Treasury module only covers term deposits/bonds/money-market funds, with no FX forward/option capability. The action only logs order intent to its own record.
3. Credit Risk & Limits
Purpose: A counterparty credit risk ledger tracking a counterparty’s approved credit ceiling against current drawdown — within limit, at the warning threshold, or breached.
Ledger columns / key fields
- ID format
CRL-YYYY-XXXX limitId,counterpartyName,entityRating,approvedCeiling,currentOutstanding,currencycomplianceStatus(compliant/warning_threshold/limit_breached)- Country code, last-run date, AI credit diagnostic. Headroom and utilization are derived: Headroom = approved ceiling minus current outstanding; Utilization = current outstanding divided by approved ceiling, times 100.
Gauge
Counterparty Concentration Meter — Not a status-count ratio: the largest single counterparty’s current outstanding balance divided by the sum of every record’s current outstanding balance, times 100. This measures concentration risk — how dominant the single biggest exposure is in the portfolio — not the share of compliant vs. breached records. Bar color: ≥60% red, ≥30% amber, below green.
Key actions
- New Record, AI Analyze (runs the credit risk audit, producing a credit diagnostic plus confidence score; disabled while counterparty name is blank).
- Recalibrate Credit Ceiling (row action, inline mini-form: new ceiling amount) — updates the approved ceiling.
- Delete — permanent.
Exception: this is a real, direct update
Unlike Sweep and Hedge Order above, Recalibrate Credit Ceiling has a genuine, direct effect on the record’s own data — the ceiling value lives entirely within this record, not in an external system. It directly updates the approved ceiling to the new value and appends the change (old → new) to the notes for audit trail. Headroom and Utilization automatically recompute against the new ceiling. This button is never disabled.
4. Liquidity Buffer
Purpose: The final screen in this group. A Basel III liquidity reserve ledger tracking an asset class or custodial institution’s HQLA (High-Quality Liquid Asset) reserve position against its statutory requirement. Each record carries a contribution percentage toward the portfolio-wide Liquidity Coverage Ratio (LCR).
Ledger columns / key fields
- ID format
LQB-YYYY-XXXX bufferId,assetClassOrInstitution,reserveTier(tier1_cash/tier2_sovereign_debt/tier3_money_market)marketValue,statutoryRequirement,currencystatus(sufficient/near_threshold/deficit),countryCode,lastRunDate,aiStressAnalysis
Gauge
Liquidity Coverage Ratio Gauge — Capital-weighted, not status-count: sum of every record’s market value divided by the sum of every record’s statutory requirement, times 100, shown to one decimal place, never rounded to an integer.
Critical nuance: values above 100% are valid and desirable
Unlike every other gauge in this add-on (where 100% means “all records in good standing”), the LCR gauge follows Basel III semantics: 100% is the regulatory minimum, not a ceiling. Values above 100% represent an over-reserved, strong position — not an error or a display bug. Color thresholds: <100% red (below the regulatory minimum, non-compliant); 100–119.9% amber (above minimum but thin margin, adequate); ≥120% green (strong reserve position). The bar’s visual width is capped at 100% so it never overflows its container, but the numeric percentage text next to it is never clamped — it always shows the real computed value (e.g. 142.0%). The same logic applies to each row’s own LCR Contribution column.
Key actions
- New Record, AI Analyze (runs the liquidity buffer audit, producing a stress analysis plus confidence score; disabled while asset class/institution is blank).
- Reallocate HQLA Reserves (row action, inline mini-form: target reserve tier) — moves the record to the new reserve tier.
- Delete — permanent.
Exception: this is a real, direct update
Like Recalibrate Credit Ceiling, Reallocate HQLA Reserves has a genuine, direct effect on the record’s own data — the reserve-tier assignment lives entirely within this record, not in an external system. It directly updates the reserve tier to the new tier and appends the change (old tier → new tier) to the notes. This button is never disabled.
Architecture note: embedding layer present but not wired to the UI
All 4 screens follow the add-on-wide two-stage hybrid engine. Stage 1 (embedding) semantic-search infrastructure exists for each of the 4 screens (treasury, FX hedging, counterparty, and regulatory search respectively) — but none of the four screens use it yet. Users go straight from filling the form to pressing “AI Analyze,” which triggers Stage 2 (AI-engine-routed synthesis) directly. See the Overview page for the full architecture.