Board-ready. Audit-ready. Every time.

The problem with month-end reporting

In most treasury teams, the board pack is assembled the week before the board meeting. Someone pulls rates from Bloomberg. Someone exports a spreadsheet from the bank portal. Someone reconciles the two against a third spreadsheet that has the trade log. The process takes three days and produces a number that was accurate as of close of business last Friday.

The CFO presents it to the board as "our hedge position." The board asks a question about a specific trade. Nobody can answer it quickly because the answer is in a PDF that's in a folder that someone else manages.

Treasurii makes this a non-event. The board pack is always current. The answer to any question about any trade is two clicks away.

Live MTM

Every position in Treasurii carries a live mark-to-market value, updated continuously during market hours against live institutional mid-market rates.

MTM is shown in two currencies simultaneously:

• Dealt currency MTM: The unrealised P&L in the currency of the trade — how much the position has moved in EUR, USD, CHF, etc.
• Base currency MTM: The same figure converted to your reporting currency (typically GBP) at the current mid rate.

These are the numbers that go in the board pack. They are the same numbers that are in the platform right now. There is no reconciliation step.

Audit trail

Every action taken in Treasurii generates an immutable audit log entry. The log captures:

• What happened (exposure created, hedge booked, trade executed, drawdown allocated, settlement confirmed)
• Who did it (name, role, user ID)
• When it happened (timestamp to the second)
• What the system state was before and after

Immutable means immutable. Once an entry is created, it cannot be modified or deleted by any user, including Treasurii staff. The log is append-only at the database layer.

When the auditor arrives and asks to see the decision trail for a specific hedge from six months ago, the answer is a single export from the platform. The full chain — from the invoice that created the exposure, through the hedge decision and approval, through execution and confirmation, to settlement — is in one place.

Role-scoped exports

Not every export is for every audience. Treasurii generates different report formats for different recipients:

• Board pack: High-level summary — total exposure, hedge ratio, unrealised MTM, policy adherence. Suitable for non-technical board members.
• Treasury report: Full trade-level detail — all open positions, MTM by trade, drawdown schedule, upcoming settlement dates. For the treasury team and CFO.
• Audit export: Complete audit trail for a specified period, with full chain of custody for every trade. For external auditors and FCA requests.
• IFRS 9 pack: Hedge documentation in the format required for hedge accounting designation. For the finance team and external accountants.

All exports are generated on demand. There is no month-end process, no data preparation step, and no manual formatting required.

Report library

Treasurii includes a library of 23 named report templates, organised into five categories and generated on demand against live data — no month-end batch, no data preparation step. The catalogue includes:

Board & executive

• FX Budget vs Actual
• Hedge Ratio
• Quarterly Board Pack
• Monthly Management Report
• Risk Dashboard

Trading & positions

• Trade Activity
• Maturity Profile
• Mark-to-Market
• Settlement
• Counterparty Exposure

Risk & credit

• Counterparty Credit Utilisation
• Exposure Summary
• Variance Analysis
• Cash Position

Accounting & finance

• P&L
• Realised vs Unrealised P&L
• Hedge Effectiveness
• Hedge Accounting (IFRS 9 / ASC 815)
• Trade Confirmation Audit Trail

Compliance & regulatory

• Counterparty Due Diligence

Analytics tools

Beyond the report library, Treasurii includes a set of analytical tools for deeper position analysis:

• Forward curve explorer: Forward rate term structure by tenor with spot baseline comparison
• Margin transparency: Spread visualisation per executed trade — client rate vs mid rate, captured spread in pips and base currency value
• Value at Risk: VaR computation with stress scenarios and concentration analysis
• Rolling volatility: 30, 60, and 90-day volatility bands on any currency pair
• What-if calculator: Rate and tenor sensitivity analysis — see the MTM impact of any rate move on your current position
• Strategy backtester: Simulate your hedging strategy against two years of real historical institutional mid rates. See how different hedge ratios, instruments, and timing would have performed before committing to a policy change.
• P&L waterfall: Decomposition of P&L by trade, by currency pair, by period
• Benchmark comparison: Hedge effectiveness vs alternative strategies side by side

Policy adherence tracking

Treasurii tracks policy adherence over time — not just whether you're within your band today, but whether you've been within your band consistently, how many times you've needed to override, and what the reason was each time.

This is the number that answers the auditor's question: "How rigorously do you follow your hedging policy?" Not "our policy is 70% and we're currently at 68%" but "our policy is 70%, we've been within band 94.2% of the time over the trailing 12 months, and here are the three occasions we overrode it with the documented rationale."

See it in action

Reporting is the output that justifies everything else in treasury. A demo will show you what your board pack looks like when it's generated in real time from live data — with your currencies, your positions, and your policy.