From cash visibility to risk quantification to board-ready output — a single analytical engine that learns your business, not generic templates.
Module 01
“See everything.”
Consolidated positions across every entity, bank, and currency. Not just a dashboard — an analytical layer that classifies account behavior, detects idle balances, and forecasts your liquidity runway before you ask.
Every entity, every bank, every currency — one view. Updated as transactions clear, not when someone remembers to refresh a spreadsheet.
Balances sitting in non-earning accounts, flagged automatically. The system learns your operational minimums and surfaces the excess.
Accounts tagged by purpose — operational, reserve, restricted, sweep-eligible — based on observed transaction patterns, not manual labels.
7-to-60-day forecasts calibrated to your cash cycles. Confidence intervals widen with horizon. Every projection explains its assumptions.
Compare actual earnings against available market rates. Quantify the cost of inaction on idle balances across every entity.
Model liquidity under adverse conditions — delayed receivables, accelerated payables, sudden FX moves. Know your runway before you need it.
Module 02
“Understand why.”
Variance is easy to measure. Understanding what caused it is hard. The attribution engine decomposes changes into structural shifts, timing effects, and behavioral drift — then explains each in plain language.
Automatically surface which factors explain a variance. Revenue mix, cost timing, FX, volume — separated and ranked by magnitude.
From opening to closing position, every movement decomposed. Not just 'what changed' but 'why it changed' at each step.
Build forward-looking scenarios from adjustable assumptions. Stress individual drivers or combine them. See how they cascade through your model.
Identify when your business shifted from one operating pattern to another. Distinguish genuine structural change from seasonal noise.
Group entities, accounts, or periods by behavioral similarity. Find the patterns your spreadsheets hide behind averages.
Map which external factors — commodity prices, FX moves, interest rates — correlate with your internal performance drivers.
Module 03
“Manage uncertainty.”
Quantitative risk methods from institutional finance — variance-covariance VaR, Monte Carlo simulation, cross-currency correlation modeling — made accessible to corporate treasury. Every assumption visible. Every number traced to source.
What-if scenarios across any currency pair. Stress test positions against historical extremes or custom rate shocks. See P&L impact instantly.
Portfolio VaR with variance-covariance methodology. Cross-currency correlations reveal natural hedging. Diversification benefit quantified automatically.
Track realized and unrealized FX gains — year-over-year and year-to-date. Decomposed by entity, currency, and position. Before and after hedging.
Monte Carlo simulation of AR/AP payment timing. P10-to-P90 probability bands show when receivables and payables actually settle.
Model positions against tail-risk events — historical crises, custom shocks, extreme volatility regimes. Quantify potential losses before they happen.
AR/AP analytics with aging, concentration risk, and cash conversion cycle tracking. Spot deterioration before it hits your liquidity.
Module 04
“Act with confidence.”
The analytical engine produces numbers. The intelligence layer produces understanding. Every insight translated into plain-language narrative — CFO-ready, board-ready, audit-ready. No data science needed.
Statistical outlier identification across all data streams. Flagged when patterns deviate from learned behavior — not arbitrary thresholds.
Plain-language explanations generated for every analysis. Not template fill-in — contextual prose that adapts to what actually happened.
Executive summaries, detailed analytics, presentation-ready charts. Same underlying analysis, shaped for different audiences and contexts.
Every number traces to source data. Every model shows its assumptions. Every forecast explains why it disagrees with last month.
Configurable alerts on position changes, threshold breaches, anomalies, and forecast deviations. Delivered where your team already works.
Models recalibrate as data accumulates. Week over week, forecasts sharpen and attribution becomes more granular. No manual tuning required.
Data Connectivity
Intelligence requires data. We make ingestion seamless — direct ERP integrations for structured systems, dedicated APIs for everything else, and enterprise-grade security throughout.
Pre-built connectors for major ERPs. Bi-directional sync that maps your chart of accounts, extracts transaction history, and normalizes across systems automatically.
RESTful APIs for organizations that need custom data pipelines. JSON payloads, webhook notifications, file-based ingestion, and comprehensive documentation for any integration.
Encrypted at rest and in transit. Row-level security enforces tenant isolation at the database layer. SOC 2 compliant infrastructure with audit logging on every operation.
Insights from day one. Deeper intelligence as your data grows.
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