eyko Ideas
Treasury risk lives across four lenses, and the one that matters changes by the quarter. A Treasury Risk Assessment Playbook reads the cash position, facilities, FX exposure, and counterparty data from your ERP and bank feeds, scores each lens, and ranks them by the amount at risk so the largest exposure is clear.
The Challenge
Liquidity, funding, FX, and counterparty risk are each tracked in their own report. Without a common measure, no one can say which one is the biggest threat this quarter, so attention spreads evenly instead of landing on the exposure that matters.
A risk register can name every exposure, but it cannot tell you that FX is putting 0.6M on the line while counterparty risk is putting 0.1M. Without dollars attached, the list cannot be ranked and the response cannot be prioritized.
The position, the exposures, and the facilities behind every risk lens move continuously. A risk assessment compiled quarterly is out of date the moment it is shared, and the exposure it should have flagged has often already moved.
How eyko Solves It
A Treasury Risk Assessment Playbook connects to your ERP, bank feeds, FX exposure, facilities, and counterparty data, scores liquidity, funding, market, and counterparty risk on a regular beat, and ranks each lens by the amount at risk so the largest single exposure is clear and the response is prioritized.
Across the four risk lenses, FX is the largest unhedged exposure this quarter. The net 5.1M EUR receivable position puts roughly 0.6M at risk over the settlement horizon, ahead of liquidity, rate, and counterparty risk on the same measure.
| Metric | Current | Benchmark | Status |
|---|---|---|---|
| Primary indicator | Flagged | Target | Action needed |
| Secondary indicator | Monitoring | Within range | On track |
| Trend direction | Declining | Stable | Review required |
Treasury risk assessment scores liquidity, funding, market, and counterparty risk on one common measure: the amount at risk. The Playbook reads the cash position, facilities, FX exposure, and counterparty data from your ERP and bank feeds, then ranks each lens by dollars on the line, so treasury sees the single biggest threat to the position this quarter rather than four separate reports.
This is decision intelligence in practice: the what, the why, and the what next from your live data.
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View IdeaFAQ
Everything you need to know about Treasury Risk Assessment.
Treasury risk assessment scores liquidity, funding, market, and counterparty risk on one common measure, the amount at risk. eyko reads the cash position, facilities, FX exposure, and counterparty data from your ERP and bank feeds, then ranks each lens by dollars on the line so treasury sees the single biggest threat to the position this quarter.
A register names exposures but cannot rank them without a common measure. The Playbook quantifies each lens in dollars at risk, so FX putting 0.6M on the line is clearly ahead of counterparty risk putting 0.1M. That turns a list into a priced ranking, and the response follows the size of the exposure.
It reads from your ERP general ledger, AR and AP, your bank feeds, FX exposure, facilities, and counterparty data, alongside any data platform you already run. There is no separate data project to start, and it works with systems such as SAP, Oracle, NetSuite, and Workday.
Once connected, the Playbook returns each risk lens scored and ranked by amount at risk on its next beat, in minutes rather than the days a manual build usually takes, then refreshes as the position and exposures change so the ranking stays current.
Join the enterprises replacing weeks of manual analysis with a single prompt. See what eyko Playbooks can do with your data.
