Future Bank — Treasury Risk Dashboard

Corporate-bank balance sheet · Snapshot — · Currency: AUD (home) · USD (reporting)
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Total Assets
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Loans + HQLA + placements + IC
Total Liabilities
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Deposits + CP + MTN + IC
Equity
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Head-office capital
Total Deals
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Across all instrument types
Snapshot
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Future Bank

Balance Sheet by Product

Total Assets and Liabilities, stacked by product type. Click any segment to drill into its deals.

Assets & Liabilities by Sector

Per customer sector: Loans drawn vs Customer Term Deposits, side-by-side. Click any bar to drill into that sector's deals.

Book Composition

Row counts and aggregate notional per instrument type. Click any row to drill into the underlying deals.
InstrumentSideCountAggregate (AUD M)

Funding Profile & Gap Chart

Stacked bars — assets stack upward, liabilities stack downward, by product per time bucket. Line shows cumulative net gap.

Cumulative Funding Gap Chart

Stacked bars — each bar's height is the running total of per-product maturity flows from the snapshot through that bucket. Assets stack upward, liabilities stack downward.
Total Assets
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Loans + HQLA + placements + IC
Total Assets WAM
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Weighted by notional
Total Assets WAY
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Weighted by notional
Total Liabilities
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Deposits + CP + MTN + IC
Total Liabilities WAM
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Weighted by notional
Total Liabilities WAY
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Weighted by notional

Net Open Position by Currency

Currency exposure in AUD-equivalent. Click a bar to drill into the underlying deals for that ccy.

Per-currency breakdown

Long / Short / NOP / σ / VaR per currency. Click a row to drill into the underlying deals for that ccy.
Currency Long (native m) Long (A$m) Short (native m) Short (A$m) NOP (native m) NOP (A$m) σ daily 1d 99% VaR (A$m)

Spot-shock P&L matrix

A$m P&L impact if the AUD moves by the indicated % against each currency, holding NOP constant. Positive cells = book gains, negative = book loses.
Aggregate NOP
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Σ |NOP_ccy| in A$
Largest NOP
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1-day 99% VaR
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Parametric, FX-only
Hedge ratio
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FX swaps vs non-AUD exposure
Active FX swaps
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Far date ≥ snapshot

Interest Rate Risk

Coming in Phase 4.

Will include a repricing ladder (BBSW reset buckets), an IRS hedge inventory table with linked underlying MTNs, NII sensitivity stress testing (parallel ±100 bps), and DV01 by tenor (Chart.js).

Credit Risk

Coming in Phase 3.

Will show counterparty exposure aggregated up by sector and internal rating, top-N borrower concentration, sector donut (Chart.js), exposure-vs-limit table, and PD/LGD/EAD/RWA roll-up.

Corporate Book

Coming in a future phase.

Corporate client activities and positions, viewed both as an aggregate book and per-counterparty. Relationship-management lens covering loans extended, deposits received, hedges booked on behalf of the client, and total client P&L contribution. New Tier-2 module (R11) sitting alongside Credit Risk (R5) — same underlying counterparty data, different angle (relationship vs. PD/LGD/EAD/RWA risk).

P&L

Coming in a future phase — exploratory.

Book P&L — net interest income, fee income, fair-value changes, hedge result. Renamed (R7) from the previously planned "NII / Profitability" module. Exploratory: highly quantitative; would typically be derived from the client's official TMS / book of record; may fall outside the visualisation-layer scope this product is positioned for. May remain a thin slice or be cut entirely depending on real-world client appetite.