Finance tools
The supporting engines that run off the same canonical state — matched-maturity funds transfer pricing with a capital-charge rebate, full enterprise attribution, and ASC 815 hedge accounting in one pipeline.
Every figure shown is illustrative and represents a hypothetical bank — not any actual institution.
Enterprise FTP
Three maturity-determination paths, with risk-based adjustments allocated to the FTP curve in basis points — a liquidity charge, a capital-charge rebate, and other risk-based charges, each attributable by driver.
Mortgages, consumer loans, NMDs. Prepayment and decay output is authoritative — no override permitted.
CDs, term loans, AFS/HTM securities, term wholesale, commercial loans. Contractual maturity or repricing date — override permitted.
Trading book, callable bonds, SME-assigned tenor buckets overnight through 30Y. Primary approach for trading-book assets.
Risk-based FTP adjustments
A term-liquidity premium and contingent-funding charge by tenor and behavior — pricing the liquidity each position consumes into the FTP curve.
Expresses the cost difference between high- and low-RWA alternatives as a bps adjustment to the FTP curve — favoring capital-efficient composition.
Credit, operational, or other risk-based charges allocate to the FTP curve the same way — each priced in basis points and attributable by driver.
FTP spread and its enterprise impact decompose fully into drivers — base curve, liquidity, capital, and behavior — with any unexplained cross-effect carried as a labeled residual, so the bridge always ties to the reported result.
Set the FTP curve as a governed control — board-approved guardrails and limit bands, maker-checker changes with effective dating, and full lineage — so pricing steers the balance sheet within policy.
How to use FTP
FTP is a financial-management tool — but it is also a risk-management lever and a driver of strategic balance-sheet movement. Not a silver bullet: a supplemental tool the enterprise should use deliberately to steer strategy and shape its impacts — and therefore considered in optimization.
Enterprise attribution
The Enterprise Economic and Accounting Attribution Engine decomposes every platform metric into its component drivers — period-over-period or base-to-stressed, at daily granularity, aggregated to any reporting window.
NII, EVE/OAE, fair value, cash & liquidity (LCR, NSFR), FTP spread, CET1, Tier 1, Total Capital, and Leverage Ratio — plus any metric registered in the parameter store.
Balance/volume, rate, spread, prepayment speed, deposit beta, behavior, mix/composition, credit migration, cash & funding, assumption change, and cross-effect residual — each isolated and reported separately.
Waterfall/bridge charts in the CFO dashboard. Base value, end value, total change, and each driver — in absolute and percentage terms. Board-ready out of the box.
ASC 815 · hedge accounting
Fair-value, cash-flow, and net-investment hedges designated, tested, and rolled forward against the same canonical state — no separate sub-ledger to reconcile.
Fair-value, cash-flow, and net-investment hedge designations with inception documentation and hedge-relationship mapping.
Prospective and retrospective testing — regression and dollar-offset — with automatic de-designation triggers.
AOCI tracking, reclassification to earnings, and amortization schedules for terminated hedges.
A hedge-position register feeding Call Report, FR Y-9C, and 10-K disclosure schedules directly.
Ready to see it live?
A guided demonstration using your institution's publicly available financial data — your own NII, EVE, FTP, and capital metrics, across all 12 scenarios.
Live walkthrough of the Phase 1 screens — institution selector, scenario toggle, assumption overrides in real time.
Architecture review for risk, technology, and model-risk leadership — SR 26-2 governance and integration design.
Capital, liquidity, and reporting capability review for chief risk officers and regulatory-affairs teams.
About us
Bulls-Eye Solutions builds the enterprise financial engine for modern institutions across traditional banking and digital assets — one platform that unifies risk, capital, liquidity, funds transfer pricing, attribution, and optimization on a single canonical state. Founded by veterans of top-tier bank and digital-asset treasury and risk management, we pair production-grade software with decades of hands-on enterprise experience, delivered as Risk-as-a-Service.