Australian-built treasury risk intelligence, run entirely on your own infrastructure. Why that matters →
The Platform

One AI layer over the whole treasury.

An embedded treasury AI partner, a coherent model of how your bank takes and manages risk, and live monitoring across every risk family — in a single on-premise platform.

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.

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Analyses

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

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Natural-language queries

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

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Simulations

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

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ALCO packs & reports

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

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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.

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Time-series modelling

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

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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.

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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 walk through the cockpit, Q, and the risk families — running on the Future Bank demo dataset.

Funding gap and maturity ladder chart

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

Q natural-language chat

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 — 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

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

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

Q simulations

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

Q market watch

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

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

Q ALCO pack title page

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

ALCO pack

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

Corporate loans

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

The TraiQ business model

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

Risk monitoring

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

Custom views

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

The risk cockpit

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

Deal blotter

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.

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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.

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

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

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

See the platform on real numbers.

Walk through Q, the risk families, and the full balance-sheet model on our demo dataset.