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Snapshot — · Future Bank
Total Assets
—
Loans + HQLA + placements + IC
Total Liabilities
—
Deposits + CP + MTN + IC
Equity
—
Head-office capital
Total Deals
—
Across all instrument types
LCR
—
APS 210 · vs 100% min
3M BBSW
—
Bank-bill swap rate
AUD/USD
—
Spot
WAvg Cost of Debt
—
Funding book, AUD-weighted
WAvg Return on Assets
—
Lending-book yield, AUD-weighted
Risk × Book Navigation Pad
Where each risk lives across the books. ● primary risk · ○ secondary · · none.
Balance Sheet by Product
Total Assets and Liabilities, stacked by product type. Click any segment to drill into its deals.
Book Composition
Aggregate notional per instrument type (A$m). Assets first, then liabilities, then the rest — each group ordered largest → smallest. Click a bar to drill into the underlying deals.
Assets & Liabilities by Sector
Per customer sector: Loans drawn vs Customer Term Deposits, side-by-side. Click any bar to drill into that sector's deals.
Q's A.I. Generated Daily Briefing
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Total HQLA
—
L1 + weighted L2 (APS 210)
Net 30-day Gap
—
Assets − liabilities maturing ≤30d
Survival Horizon
—
Incl. HQLA buffer
Wholesale Funding
—
CP+MTN+IC+repo ÷ funding
Funding Concentration
—
Top-10 providers
Same-day Liquidity
—
Cash + nostros (ESA+Nostro)
HQLA Composition
Post-haircut weighted stock by APS 210 tier.
Funding Mix by Source
Liability book by funding instrument (A$m).
Cumulative Funding Gap (incl. HQLA buffer)
Opening HQLA buffer + cumulative contractual maturities. The zero-crossing is the survival horizon.
Top-10 Funding Counterparties
Largest single-name external funding providers (deposits + repo), A$m. Excludes intercompany Head-Office funding.
Funding Profile & Gap Chart
Stacked bars — assets stack upward, liabilities stack downward, by product per time bucket. Line shows cumulative net gap.
Maturity Run-off Profile (Cumulative Funding Gap)
Stacked bars — each bar's height is the running total of per-product maturity flows from the snapshot through that bucket. Assets stack upward, liabilities stack downward. Filtered independently of the Funding Gap tab (Currency / CP / Sector are shared).
Aggregate NOP
—
Σ |NOP_ccy| in A$
Largest NOP
—
—
1-day 99% VaR
—
Parametric, FX-only
Hedge ratio
—
FX swaps vs non-AUD exposure
Active FX swaps
—
Far date ≥ snapshot
Net Open Position by Currency
Currency exposure in AUD-equivalent. Click a bar to drill into the underlying deals for that ccy.
Per-currency breakdown
Long / Short / NOP / σ / VaR per currency. Click a row to drill into the underlying deals for that ccy.
| Currency | Long (native m) | Long (A$m) | Short (native m) | Short (A$m) | NOP (native m) | NOP (A$m) | σ daily | 1d 99% VaR (A$m) |
|---|
Spot-shock P&L matrix
A$m P&L impact if the AUD moves by the indicated % against each currency, holding NOP constant. Positive cells = book gains, negative = book loses.
Fixed vs Floating — Structural Mix
Current balances (A$m) by rate character. The
Liabilities bar carves out the floating MTN that an IRS pay-fixed
swap converts to fixed, so the hedge effect is explicit. Structural
view — short fixed deposits still reprice within 12m (see NII
Sensitivity). AUD-IR scope; foreign-curve loans excluded.
The three IRR lenses
Same book, three different questions. They are
not cross-checks of each other — they can point different
ways and all still be correct.
- MTM IRR Risk — value lens. Whole-book DV01 (A$/bp): how the market value of every rate-sensitive instrument moves per 1bp, bucketed by risk-point tenor (fixed → maturity, floating → next reset, IRS → swap maturity). Dominated by the long fixed bond book. “If rates move, what do we gain/lose in present-value terms?”
- Fixings Ladder — repricing/reset lens. Per instrument group (IRS · Floating Assets · Floating Liabilities) × pay-fixed / receive-fixed / net, keyed on each floating leg’s next reset date; notional ↔ DV01 toggle. “When do our floating coupons next reset, and what’s the pay/receive-fixed balance by date?”
- NII Sensitivity — earnings lens. Repricing-gap ladder + ±100bp ΔNII over a fixed 12-month horizon. Counts every balance that reprices within 12m, including short fixed deposits that roll — which is why the book reads liability-sensitive despite being largely “fixed”. “How does next year’s net interest income change if rates shift ±100bp?”
- Govt Securities · Semi-Govt (Fixed) — fixed-coupon ACGB / semi bonds; the coupon is set at issue and never resets.
- Treasury Bills · Bank Bills — zero-coupon discount paper; the yield is locked at purchase through to maturity.
- Loans (Fixed) — term loans priced at a fixed all-in rate (a non-BBSW benchmark).
- Bank Deposits / Placements — interbank term placements booked at a fixed rate for the term.
- Customer Term Deposits — TDs at a fixed rate for the deposit term.
- Commercial Paper · Certificates of Deposit · European CP — discount funding paper; the all-in cost is locked at issue to maturity.
- Intercompany (Fixed) — internal transfer-pricing rate fixed at booking.
Fixed-rate Book — by Product
Only the fixed-rate on-balance-sheet
items, stacked by product. Assets + Liabilities here, added to the
Floating chart, reconcile to the totals in “Fixed vs Floating —
Structural Mix”. No IRS overlay (that's on the structural-mix chart
— counting it here would double-count).
- Loans (Floating · BBSW) — priced BBSW + margin; the coupon resets each reset period.
- Semi-Govt (FRN) — floating-rate notes; coupon = BBSW + margin, resets quarterly.
- MTN (Floating · BBSW) — all issued MTN is floating BBSW 3M + margin, resetting quarterly. ~50% is swapped to fixed via a pay-fixed IRS — shown on the structural-mix chart, not here (it's a derivative overlay, not an on-BS item).
- Intercompany (Floating) — internal rate indexed to BBSW; reprices as BBSW moves.
Floating-rate Book — by Product
Only the floating-rate
on-balance-sheet items, stacked by product. These reset to a new
benchmark each period, so they carry little MTM duration but reprice
quickly (the earnings-sensitive side — see NII Sensitivity).
NII Sensitivity — parallel ±100bp
Repricing-gap method over a fixed 12-month horizon.
Standard assumptions: contractual repricing (floating → next reset,
fixed → maturity-and-roll), 100% pass-through, no rate floors,
static balance sheet. The ΔNII horizon is always 12m — buckets
beyond it show repricing balance but zero ΔNII (rate locked).
Net FX cashflow per currency per tenor bucket (native millions), with the AUD-vs-currency forward (outright rate, or swap points if toggled) interpolated to that bucket's tenor. Nets tie to the FX Cashflows tab.
System Config — Bank Profile
Coming in a future phase.
The per-deployment bank profile — entity name, logo, accent colour,
base / reporting currency, locale (en-AU vs en-US), date and number
format — plus modules & licensing: which modules /
tabs are enabled (the à-la-carte tiering — Treasury Core / Risk Pro /
Enterprise), the license key + status, and the deployed app version /
build / commit. Writes to the per-deployment config (today
config-future-bank.js; server-side later). The brand
palette stays fixed — this configures the rollout-specific values
around it.
System Config — AI Layer
Coming in a future phase.
Central admin for the Q AI layer: transport (BYOK vs proxy), API-key
entry / status, Daily Briefing on/off + schedule + recipients (when
scheduling lands), web-search toggle, allowed tools, and an AI-usage /
cost log. Today most of this lives in config-system.js +
the chat ⚙ popover — Admin centralises it.
Notifications & Alerts
Coming in a future phase (backend-dependent).
Limit-breach alerts, maturity warnings, daily digest. Channel routing (email, Teams, Slack webhook), severity thresholds, per-owner delivery lists, quiet hours, escalation. Backend-dependent — needs the FastAPI server + an SMTP / webhook integration.
Data Ingest — Excel Upload
Coming in a future phase (backend-dependent).
Upload the latest Excel export from the client's TMS, parse to the
deals.json shape, validate against the schema (the AI Data
Integrity sweep is the read-only sibling check), archive prior uploads
with timestamps, snapshot history. Replaces the manual
generate_data.py seed path at deployments. Needs the FastAPI
backend and the Excel parser per CLAUDE.md.