Treasury Operating Model & Platforms
Treasury platforms delivered front to back.
Treasury & Finance
Liquidity, Funding & Collateral Management
Every liquidity and capital figure should trace from source system to return.
Overview
Liquidity, funding and collateral decisions are only as good as the data, assumptions and controls behind them. When source data is late, assumptions are undocumented or calculations sit outside governance, the numbers become hard to trust.
Capmark helps institutions rebuild the data, calculation and governance chain behind liquidity, funding, collateral and stress testing. We connect source systems to reporting, document assumptions, strengthen controls and make the outputs traceable for management, audit and prudential review.
The result is a treasury and finance control environment where liquidity, funding and collateral numbers can be explained, challenged and acted on.
What we do
We build monitoring that shows payment flows, available liquidity and usage through the day. Buffers, limits and reporting are based on observed flows and controlled data.
We put funding metrics, survival horizon and funds-transfer pricing onto a repeatable process. Assumptions are documented, ownership is clear and outputs can be reconciled to the balance sheet.
We forecast margin and collateral calls, assess what can be posted where, and connect collateral movements to funding plans and cash management. The aim is to meet calls without holding more liquidity than the institution needs.
We strengthen interest-rate risk measurement across earnings and economic value, including behavioural assumptions where relevant. The measurement chain is rebuilt so numbers reconcile to the balance sheet and assumptions are documented.
We support capital planning, impact analysis, calculation control, reporting and governance where prudential change affects funding or treasury. Outputs are linked to the liquidity and funding plan.
We design and run liquidity and capital stress scenarios, including reverse stress tests where required. Documentation, methodology, mappings and validation evidence are prepared for audit, board and prudential review.
What to expect
A Senior Practitioner leads from day one. The first weeks trace data from source through calculation engines, reporting and governance forums, then identify the gaps that weaken confidence in the numbers.
Implementation is documented at every stage, with methodology papers, mappings, controls and validation evidence prepared as the work proceeds.
Engagements range from strategic review and methodology uplift to full data, calculation and reporting remediation.
Remediation programmes and shorter strategic reviews are scoped to need.
01
Assess
Establish the current state, the constraints, the risks and the value at stake.
02
Define
Shape the target model and the business case with the executives who own the outcome.
03
Mobilise
Stand up the team, the plan and the governance around the outcome.
04
Implement
Design, build and test the change, with the business alongside.
05
Sustain
Cutover, hypercare and handover, so the business runs it under its own control.
The same five stages on every engagement, led by senior practitioners end to end. How we work
Impact
A$10bn
Portfolios internalised onto one liquidity and treasury platform
Delivered on the Calypso treasury and liquidity platform implementation for a major superannuation fund.
50+ systems
And integrations delivered across complex change
Platforms, systems and venue integrations delivered across complex change programmes
Client result
Proven in the work, not the pitch.
Superannuation & Pensions
Calypso platform delivery for a major superannuation fund
A Major Australian Superannuation Fund · Liquidity & Treasury Management
We helped implement Calypso for liquidity and treasury operations across the UK and Australia, including trading workflows, venue integration, middle-office design and regulatory reporting. The programme also internalised externally managed portfolios, transitioning mandates and books onto the in-house investment platform and operating model.
- A$10bn
- Portfolios internalised
- $20m
- Programme budget led
- 2 jurisdictions
- Delivered live across the UK and Australia
- Calypso
- Front-to-back treasury platform delivered
Read the case study
Insights
Related thinking.
Get in touch
Talk to a Partner about Liquidity, Funding & Collateral Management.
Tell us what needs to change and where the pressure or risk is showing.