TraiQ Banking — AI Treasury Risk Analytics for Australian ADIs

Q — the AI core

The first-class AI feature, not an add-on.

Every install ships with Q — an embedded treasury AI partner with read access to your deal book, system-prompted in treasury vocabulary. It doesn't just chat; it analyses, simulates, reports, and reasons over your positions and your policies.

Analyses

Analyst-grade reads of the book — concentration, drivers, outliers — citing the exact deal IDs behind each figure.

Natural-language queries

Ask anything of your live position in plain English. Q resolves it across loans, deposits, derivatives, securities and FX.

Simulations

Rate shocks, funding stress, counterparty default — run multi-variable simulations across the whole balance sheet in seconds.

ALCO packs & reports

Generate board-ready ALCO packs and risk reports, drafted from live numbers and exportable for the committee.

What-if scenarios

Pose hypotheticals — "what if we add A$200m of 5-year fixed?" — and see the impact on ratios, NII and limits before you act.

Time-series modelling

Project balances, ratios and exposures forward over time, and track how the book has moved across snapshots.

Query your risk policies

Ask Q about your own limits, mandates and risk appetite — it reasons over the policies encoded into the platform, not just the data.

Create projects

Spin up a saved project — a funding review, a hedge proposal, a stress study — and have Q build, organise and revisit the analysis.

See Q in a live demo →

See it in action

The platform, on a live book.

A deeper walk through the cockpit — running on the Future Bank demo dataset.

Funding gap & maturity ladder. The maturity ladder across every tenor bucket — funding gaps and the liquidity survival horizon, visualised at a glance.

Q in conversation. Ask the whole book a question in plain English and get an analyst-grade answer that cites the exact positions.

Q — policy library. Q reasons over your own limits, mandates and risk appetite — the policies encoded into the platform, not just the data.

Q — saved projects. Spin up a funding review, hedge proposal or stress study and have Q build, organise and revisit the analysis.

Q — daily briefing. A morning read of the book — overnight moves, breaches and watch items — drafted by Q before you sit down.

Q — simulations. Rate shocks, funding stress and counterparty default, run across the whole balance sheet in seconds.

Q — market watch. Live market data alongside your positions, so Q can frame the book against where rates and spreads are moving.

Q — time-series modelling. Project balances, ratios and exposures forward, and track how the book has moved across snapshots.

Q — ALCO pack. Board-ready ALCO packs generated from the live position and exportable for the committee.

ALCO pack. The full liquidity, rate and capital sections assembled into one committee-ready document.

Corporate loans. The corporate loan book in detail — exposures, limits and credit quality, with drill-down to the facility.

The balance-sheet model. Portfolios → products → risks → mandates: one coherent model of how the bank takes and manages risk.

Risk monitoring. Every risk family monitored live against appetite, with threshold alerts as ratios approach their limits.

Custom views. Build the dashboards your desks actually use — per mandate, per portfolio, per role.

The risk cockpit. Every regulatory and risk metric calculated live, with Q docked alongside the whole book.

Deal blotter. The live deal blotter — every position across loans, deposits, derivatives, securities and FX, in one place.

The TraiQ philosophy

How a treasury actually takes and manages risk.

TraiQ is built on one coherent model of the balance sheet. It's not a pile of disconnected reports — every number traces along the same chain, which is also how Q reasons about your book.

The bank owns Portfolios

Loans, deposits, securities, FX, derivatives — organised the way your institution actually groups them.

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which contain Products

The instruments themselves — term loans, CP, bonds, swaps, forwards — each with its own cashflows and terms.

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which create Risks

Every product generates exposure — liquidity, rate, credit, FX, capital — across the risk families.

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managed by Mandates

Risk appetite, limits and mandates govern those exposures — and TraiQ monitors utilisation against them live.

This Portfolio → Product → Risk → Mandate model is fully configurable to your institution — the names, the groupings and the relationships are yours, not a fixed template.

Risk families

What's monitored and captured.

Each risk family has an authoritative home in the platform — monitored live, with the regulatory methodology behind it and full drill-down to the underlying positions.

Liquidity & Funding

Funding & Liquidity

LCR / NSFR live, APS 210 methodology
Maturity ladder across every tenor bucket
Funding gap & survival horizon under stress
HQLA composition and encumbrance
Threshold alerts as ratios approach limits

Interest Rate Risk

DV01 by tenor, portfolio and product
NII impact — parallel, steepening, inversion
ΔEVE under APS 117 / BCBS d368 shocks
Re-pricing gap by tenor and currency
Hedge effectiveness & residual DV01

Credit & Counterparty

Credit Risk

Cross-product exposure aggregated per name
Limit utilisation vs approved credit limits
Single-name, sector & geography concentration
PD / EL / RWA by facility, IFRS 9 aligned
Stage migration & NPL monitoring

FX Risk

Net open position by currency, consolidated
FX VaR — parametric, 99%, 10-day
Dealer inventory with live MTM & settlement
Forwards & options vs underlying exposure
Regulatory NOP limit utilisation

Capital & Regulatory

Capital Risk · Risk Ratios

CET1 / Tier 1 / Total Capital with RWA drill-down
LCR, NSFR, Leverage Ratio — live, not T+1
Stress output across APRA scenarios
Capital buffer & headroom monitoring
Basel standardised-approach RWA

Securities & Market

Securities Risk · Investment Securities

Holdings, yield curves & revaluation
Issuer / concentration / HQLA quality
Curve-shock revaluation (BCBS d368 / APS 117)
Mark-to-market & unrealised P&L
Duration & spread sensitivity

Built for your team

Every seat at the table, covered.

Treasurer

Live LCR, NSFR, funding gap, survival horizon. The full picture before the ALCO pack goes out.

Risk Manager

Counterparty concentration, limit utilisation, DV01, RWA, credit migration — every exposure, one dashboard.

Compliance / Reporting Lead

Returns assembled from the live position, reconciled, and variance-checked — with every figure traced to source before submission.

CFO / Board

Capital adequacy, NSFR, LCR trend, stress scenario output. Numbers fit for a regulator.

Why now · Australian ADIs

Why now, for the ADI.

Australian ADIs face rising regulatory pressure, faster-moving markets, and growing expectations for clean, explainable data — the pace spreadsheets and manual reconciliation were never built for.

The bar on returns is rising

APRA expects accurate, well-controlled, traceable data — not numbers hand-stitched across spreadsheets the night before a deadline. Data quality is now its own scrutiny.

AI is reshaping banking

AI is moving from pilot to core infrastructure across the industry. The ADIs that build it into how they see and manage risk now will set the pace others have to match.

Manual reconciliation is where errors hide

Every copy-paste between systems and workbooks is a place a wrong number slips through — and a resubmission or "please explain" is far more costly than catching it first.

Regulatory · Australian ADIs

Built for APRA reporting, too.

The same live positions and risk methodology behind the platform assemble your APRA returns — reconciled, variance-checked and traced back to source before you submit. Every figure carries its own evidence trail — a defensible, documented process, not just a number on a page. Q acts as a second set of eyes across APS 210, APS 117, capital and credit, while your responsible person stays in control of what gets filed.

Built around the standards you report against

APS 210 APS 117 APS 112/113 APS 220

Explore APRA reporting →

One AI layer over the whole bank treasury.