A unified treasury decision-support suite for CFOs, corporate treasurers, and FP&A leads. Fifteen purpose-built tools covering cash flow forecasting, working capital cycle optimization, A2A liquidity simulation, payment rail selection, FX hedge modeling, dynamic discounting, subscription dunning, and board memo generation — all in the browser, all client-side, zero PII.
A five-stage workflow for treasury teams building their first integrated decision-support stack.
Follow the 5-step treasury workflow below or jump to any tool group directly. All tools run in your browser — no account, no data transmission.
Baseline intraday and 13-week cash positions, apply stress scenarios, and quantify working capital release from CCC optimisation.
Rank collection levers by DSO impact and cash release. Model early-pay discounts, rail migration to RTP, dunning tightening, and factoring thresholds.
Model payment volume across ACH, FedNow, SEPA, CHAPS, and RTP. Simulate multilateral FX netting efficiency across up to 8 currencies.
Calculate all-in costs across forwards, options, and natural hedges for 30+ currency pairs. Quantify corridor savings from SWIFT-to-A2A migration.
Model intraday float sweep optimisation, evaluate early-payment discount capture, and simulate subscription recovery rates across retry cadences.
Synthesise all treasury outputs into a structured policy memo, payment rail recommendation matrix, and board-ready executive summary. Export Policy Mandate JSON for TMS ingestion.
The synthesis layer for the entire treasury workflow. After running your cash flow forecast, rail optimisation, FX hedge model, and working capital stress test, bring all outputs into the Decision Lab. It generates a structured treasury policy memo, a payment rail recommendation matrix, and a board-ready executive summary with action items. Exports Markdown and AP2-compatible JSON for direct TMS ingestion. Client-side. Zero PII.
Open Tool →13-week rolling and 12-month cash flow workbench. Manual entry or CSV import. Stackable stress scenarios — delayed receivables, payroll spikes, tax payments, revenue shock — recalculate instantly. Configurable minimum-cash threshold flags runway warnings. Export CSV forecast, PDF board memo, or Policy Mandate JSON.
Open ToolThree-zone tool: AR aging input → CCC calculator with SVG waterfall chart → 1,000 permutation stress matrix identifying the highest-impact levers for cash release. 30-day cash projection via Canvas 2D. Paste or upload CSV AR buckets. Exports AP2 mandate JSON with recommended DSO/DPO targets and a board-ready Markdown memo.
Open ToolEnter your AR aging buckets and get a ranked action plan showing which collection levers reduce DSO fastest and how much cash each releases. Models early-pay discounts, rail migration to RTP, dunning tightening, and factoring thresholds across three scenarios. Exports a board memo and Policy Mandate JSON. Client-side. Zero PII.
Open ToolGenerate a ready-to-paste executive memo quantifying working capital savings of migrating from correspondent banking to tokenized A2A rails. Input volume, settlement days, and CB fee to receive a formatted memo with trapped capital estimate and fee savings projection.
Open ToolGenerate compliant ISO 20022 payment reference numbers, UETRs (RFC 4122 v4 UUIDs), end-to-end identifiers, and instruction IDs per CBPR+ and HVPS+ specifications. Batch generation with CSV export.
Open ToolCompare settlement finality mechanics and risk exposure across RTGS, DNS, FedNow, RTP, SEPA Instant, and blockchain/tokenized rails. Includes legal finality vs. operational finality distinction per jurisdiction.
Open ToolModel intraday cash flow and prefunding requirements across FedNow, RTP, ACH, SEPA Instant, PIX, and UPI. Single-rail mode shows minute-by-minute balance charts, overdraft risk windows, and idle capital cost. Multi-rail mode optimises prefunding allocation with cross-rail waterfall routing.
Open ToolGenerate a CFO-ready executive memo for A2A migration, FedNow adoption, or ISO 20022 rollout. Input implementation costs, volume projections, and cost of capital — receive NPV, IRR, payback period, and three scenario analyses. Comparison modes: card vs. A2A, ACH vs. real-time, build vs. buy. Export PDF or Policy Mandate JSON.
Open ToolModel payment volume, fee structures, and settlement timing across ACH, FedNow, SEPA Instant, SEPA Credit, RTP, and CHAPS. Generates a ranked rail recommendation matrix with cost and speed trade-offs, and a board-ready payment strategy memo. Cross-listed from Cat-1 — Core Infrastructure.
Open ToolCalculate real cost savings of switching from SWIFT correspondent banking to A2A direct rails for a specific cross-border corridor. Enter send volume, current SWIFT fees, and FX spread to receive a projected annual saving and payback timeline.
Open ToolModel all-in costs for cross-border B2B payments across four rails — SWIFT correspondent banking, fintech aggregators, stablecoin conduits, and tokenized A2A — with embedded corridor fee tables for 30+ currency pairs. Calculate FX exposure at risk, forward hedge breakevens, and natural hedge offsets. Generates corridor-specific cost breakdown and board-ready treasury memo.
Open ToolSimulate multilateral FX netting across up to 8 currencies. Enter payable and receivable exposures, apply spot and forward rates, and calculate your netting efficiency ratio, settlement savings, and residual FX risk positions. Generates a bilateral netting matrix and hedge recommendations. Client-side. Zero PII.
Open ToolQuantify the ROI of migrating subscription payments from card-on-file to A2A / Variable Recurring Payments. Input subscriber count, ARPU, churn profile, and card failure rate assumptions to receive a plain-text ROI summary with recovered revenue projection.
Open ToolModel retry strategies, dunning sequences, and billing cadence for recurring payments. Simulate involuntary churn recovery across configurable synthetic cohorts — fixed-interval, exponential backoff, payday-aware, and payment method fallback. Export a Policy Mandate-compatible strategy mandate with board-ready revenue impact projections.
Open ToolEvaluate whether paying supplier invoices early captures positive economic value. Enter discount terms (e.g. 2/10 net 30) to see the implied annualized return vs. your cost of capital. Portfolio mode ranks up to 20 invoices by return efficiency. Exports a ranked invoice table and board-ready Markdown memo.
Open ToolModel daily cash positions over a 13-week rolling horizon with business-day calendar for 30+ currencies. The Sweep Optimizer moves excess cash across up to 5 accounts respecting ACH, FedNow, SEPA Instant, and CHIPS cut-off times. Stress-test sliders recalculate the projected balance curve instantly. Exports a daily treasury action list and Policy Mandate JSON.
Open ToolModel liability allocation for authorized push payment fraud across UK and EU regulatory frameworks. Configurable scenario inputs covering bank liability, consumer negligence, and reimbursement thresholds.
Open ToolFull Black-Scholes pricing engine with all five Greeks per leg and net position. Ten prebuilt strategies — Bull Call Spread, Iron Condor, Straddle, Strangle, Butterfly, and more. Interactive canvas payoff diagram with expiry and current-value curves, breakeven markers, and probability-of-profit calculation. Pure client-side math — no API.
Open ToolLast reviewed: May 2026 · 19 tools · Cat-6 · Treasury, Strategy & Revenue
Managing intraday cash and working capital. Map intraday cash across rails using T39, stress-test 13-week cash positions with T42, model dynamic discounting with T79, and generate a treasury policy memo via T83.
Building board-ready treasury outputs. Run the Working Capital CCC Stress Lab (T89), export Policy Mandate JSON directly to your TMS, and produce a board-ready memo with the Decision Lab (T83).
Modelling cross-border and subscription economics. Model cross-border corridor savings (T23), compare FX hedge strategies (T76), and simulate subscription churn impact from card to A2A/VRP (T24).
Quantifying correspondent banking economics. Use T19 to quantify Nostro/Vostro cost savings, model payment rail options with T82, and build a structured payment investment business case with T46.
Tools in this hub are mapped to obligations under the following frameworks. Verify current applicability with qualified legal counsel.
Liquidity Coverage Ratio and Net Stable Funding Ratio require banks to hold sufficient high-quality liquid assets to survive a 30-day stress scenario. Tools T42, T89, T106 model LCR/NSFR-aligned stress scenarios for treasury teams.
FedNow operates 24/7/365 with immediate final settlement in central bank money. Tools T39, T82, T42 account for FedNow same-second finality and interplay with ACH next-day and wire same-day windows.
Mandates EU payment service providers offer euro instant credit transfers at parity with standard transfers by 2025. Tools T82, T39, and T27 model IPR impact on intraday treasury management in eurozone markets.
SWIFT CBPR+ co-existence period ended November 2025 — all cross-border payments must now be ISO 20022 formatted. Tool T25 generates compliant CBPR+/HVPS+ payment references and UETRs.
Open T42 — Cash Flow Forecaster & Liquidity Stress Lab. Input bucketed inflow and outflow projections across a 13-week horizon. Apply stress scenarios to see liquidity gap emergence. If you have AR/AP aging data, open T89 — CCC Stress Lab and paste your aging buckets to baseline your Cash Conversion Cycle.
Open T82 — A2A Rail Optimization Command Center and model your payment volume across ACH, FedNow, SEPA, CHAPS, and Swift. Then open T39 — A2A Liquidity Simulator to see how rail switching affects intraday float and settlement timing.
Open T76 — FX Hedge Optimizer. Input your multi-currency exposures, hedge ratio, and instrument preferences (forwards, options, collars). Cross-reference with T23 — Cross-Border Corridor Savings Calculator to quantify the payment processing cost component separately.
Open T89 — CCC Stress Lab and toggle sliders for DSO compression, DPO extension, and discount capture rates. If your business has subscription revenue, open T45 — Dunning & Recovery Simulator to model recovery rates across retry cadences.
Open T83 — Treasury Operations Decision Lab. Enter your rail selection, FX hedge strategy, and working capital policy changes. The Decision Lab generates a structured treasury policy memo, a payment rail recommendation matrix, and an executive summary. Export the AP2 Policy Mandate JSON from T89 for direct TMS ingestion.
All 19 tools expose structured outputs compatible with the AINumbers MCP manifest. Use the tool IDs below with any MCP-capable agent.
| Tool ID | MCP Name | Input Schema | Output |
|---|---|---|---|
| T19 | generate_nostro_roi_memo | volume, settlement_days, cb_fee, rail_type | trapped_capital, fee_savings, exec_memo |
| T23 | calculate_corridor_savings | send_volume, swift_fee, fx_spread, corridor | annual_saving, payback_timeline, cost_breakdown |
| T24 | analyze_subscription_churn | subscriber_count, arpu, churn_profile, card_failure_rate | roi_summary, recovered_revenue, migration_benefit |
| T25 | generate_iso20022_references | payment_type, count, spec_version | uetr_batch[], e2e_ids[], instruction_ids[], csv_export |
| T26 | model_app_fraud_liability | framework, scenario{}, bank_liability_pct, consumer_negligence | liability_allocation{}, reimbursement_threshold, disposition |
| T27 | compare_settlement_finality | rails[], jurisdiction, payment_type | finality_comparison{}, legal_vs_operational{}, risk_exposure[] |
| T39 | simulate_a2a_liquidity | rail, volume_profile{}, prefunding_amount, mode | balance_curve[], overdraft_windows[], idle_capital, multi_rail_allocation |
| T42 | forecast_cashflow_stress | inflows{}, outflows{}, horizon_weeks, stress_scenarios[] | liquidity_gap, runway_weeks, stress_curves[], policy_mandate_json |
| T45 | simulate_dunning_recovery | cohort_profile{}, retry_strategy, cadence, payment_mix | recovery_rate, strategy_mandate{}, revenue_impact |
| T46 | build_payment_roi_case | impl_cost, volume_projections{}, cost_of_capital, comparison_mode | npv, irr, payback_period, scenario_analysis[], policy_mandate_json |
| T47 | analyze_options_pnl | strategy, legs[], spot_price, volatility, expiry_days | pnl_curve[], greeks{}, breakevens[], probability_of_profit |
| T76 | optimize_fx_hedge | exposures{}, hedge_ratio, instruments[], corridor | all_in_cost{}, breakeven_forward, natural_hedge_offset, treasury_memo |
| T79 | optimize_dynamic_discounting | invoices[], discount_terms{}, cost_of_capital | ranked_invoices[], optimal_mix[], markdown_memo |
| T82 | optimize_a2a_rail | payment_volume{}, fee_structures{}, rails[] | ranked_rails[], cost_speed_tradeoffs{}, strategy_memo |
| T83 | generate_treasury_decision_memo | rail_selection, fx_strategy, working_capital_policy{} | policy_memo{}, rail_recommendation_matrix{}, executive_summary, ap2_json |
| T89 | optimize_working_capital_ccc | ar_aging{}, ap_aging{}, inventory{}, dso_target, dpo_target | ccc, stress_matrix{}, cash_release, policy_mandate_json |
| T104 | optimize_receivables_dso | ar_aging_buckets{}, scenario_count | ranked_levers[], dso_reduction, cash_released, board_memo, policy_mandate_json |
| T105 | simulate_fx_netting | exposures{}, currencies[], spot_rates{}, forward_rates{} | netting_efficiency, settlement_savings, residual_risk{}, hedge_recommendations[] |
| T106 | forecast_treasury_float | accounts[], cash_positions{}, horizon_weeks, cut_off_times{} | daily_balance_curve[], sweep_schedule[], action_list, policy_mandate_json |