Cash-Flow Forecasting Pipeline

Known and predicted flows to a dated liquidity forecast and funding decisions

Cash-Flow Forecasting Pipeline Known and predicted flows to a dated liquidity forecast and funding decisions 01 / Sources 02 / Aggregate 03 / Forecast 04 / Reconcile 05 / Decide Known Flows · instructed · 01 / Sources · firm Known Flows instructed firm Predicted Flows · model · 01 / Sources · band Predicted Flows model band Aggregation · ccy / date · 02 / Aggregate · net Aggregation ccy / date net Forecast · balance curve · 03 / Forecast · per ccy Forecast balance curve per ccy Variance · vs actual · 04 / Reconcile · attributed Variance vs actual attributed Actuals · settled · 04 / Reconcile · ledger Actuals settled ledger Funding · cover / sweep · 05 / Decide · dated Funding cover / sweep dated contracted estimated net by cell projection settled flows breach gaps Legend primary data policy / PII async batch data store

Main Path

  • • Two flow classes converge on a currency / date grid
  • • The grid rolls into a per-currency balance curve
  • • Breach points become dated funding proposals

Feedback Loop

  • • Actuals diff against yesterday's forecast
  • • Variance is attributed to known vs predicted misses
  • • Residuals retrain the prediction model

Data-flow diagram • Built with Archify • Create yours ↗ • Hover to trace • R route • Click to focus • +/− zoom • M radar • T theme • E export