Finance tools
The supporting tools that run off the same shared dataset: internal pricing that charges each business for the funding and capital it uses (FTP?), enterprise-wide profitability attribution, and hedge accounting (ASC 815?) - all 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 Platform 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?, 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 shared dataset - 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 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 - model-risk 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 platform for modern institutions across traditional banking and digital assets - one platform that unifies risk, capital, liquidity, funds transfer pricing, attribution, and optimization on one shared dataset. Founded by veterans of top-tier bank treasury and risk management, we pair production-grade software with decades of hands-on enterprise experience, delivered as Risk-as-a-Service.