The platform
Turning the same canonical state into action — one optimization engine, matched-maturity funds transfer pricing, and full enterprise attribution.
Every figure shown is illustrative and represents a hypothetical bank — not any actual institution.
Optimization & capital allocation
Every constraint, every objective, on one engine — with flexible outputs that turn the same model state into management decisions that drive shareholder value. Built currency-agnostic; non-USD extension is configuration, not code.
Multi-objective across return, risk, capital efficiency, and liquidity — constraint-aware against regulatory minimums and board-approved limits.
Optimal composition across retail deposits, wholesale funding, and TLAC-eligible instruments — with duration matching and gap management built in.
Two-tier: optimal reallocation of the current balance sheet, plus the incremental value of accessing new product types — a quantified capability roadmap.
A joint Pareto-optimal frontier between returning capital and deploying into new assets — ranked allocation with full capital-ratio compliance.
Evaluate reserve adequacy, optimize cheapest-to-deliver collateral, and test funding capacity under stress.
Daily deployment of cash and short-term balances to the highest risk-adjusted use — sweeps, placements, and counterparty limits, with an actionable buy ticket.
Worked example · EVE-risk optimization
Objective
Minimize EVE exposure to a +300 bp shock
Subject to
Strategy option
Output A
Output B
| Metric | Before | After |
|---|---|---|
| EVE Δ · +300 | −8.2% | −4.1% |
| NII · 12-mo | $570M | $562M |
| LCR | 118% | 116% |
| CET1 | 12.4% | 12.3% |
EVE risk roughly halved for an $8M NII give-up — inside every constraint.
Output C
Dashed line is the efficient frontier. Blended sits on it — most risk cut per dollar of NII.
Impact by option · before → after
| Metric | Before | Opt 1 · Swap | Opt 2 · Shorten | Opt 3 · Blended |
|---|---|---|---|---|
| EVE Δ · +300 | −8.2% | −5.6% | −4.8% | −4.1% |
| NII · 12-mo | $570M | $566M | $564M | $562M |
| LCR | 118% | 118% | 116% | 116% |
| CET1 | 12.4% | 12.4% | 12.3% | 12.3% |
All three reduce the up-rate EVE loss and stay inside every constraint — the selected option is highlighted.
Worked example · funding-mix optimization
Objective
Strengthen liquidity (TTF, LCR, NSFR) at minimum NII cost
Subject to
Funding strategy
Output A
Output B
| Metric | Before | After | Δ |
|---|---|---|---|
| NII · 12-mo | $570M | $567M | −$3M |
| Stressed TTF | 41d | 72d | +31d |
| LCR | 118% | 128% | +10 |
| NSFR | 121% | 132% | +11 |
Enterprise FTP
Three maturity-determination paths with a liquidity-premium overlay — plus a capital-charge rebate engine that favors capital-efficient balance-sheet composition.
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.
Automatically expresses the cost difference between high- and low-RWA alternatives as a bps reduction in the FTP curve — steering the balance sheet toward capital efficiency.
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 — 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 treasury and risk management, we pair production-grade software with decades of hands-on enterprise experience, delivered as Risk-as-a-Service.