The platform
Earnings, economic value, liquidity, and capital - every number your board and your examiner ask for - are computed from a single shared dataset in one pass. Because every figure is drawn from the same data, they stay consistent across views, with nothing to reconcile.
Proof: NII & EVE · LCR / NSFR · Capital & RWA · FTP & attribution · IRRBB.
Every figure shown is illustrative and represents a hypothetical bank - not any actual institution.
Earnings & value at risk · IRRBB?
Earnings at risk today, economic value at risk tomorrow - both computed from the same balance sheet, behavioral assumptions, and scenario set. NII over the horizon you choose; EVE across the full rate-shock grid, against board-approved limits.
Net interest income across the rate-shock grid - betas, prepayments, and NMD? decay applied.
12-mo NII
$570M
ΔNII · +100bp
+$31M
ΔNII · −100bp
−$16M
NII Δ · by rate shock
Δ vs. base · $M
ΔEVE as a percent of base equity - measured against the board-approved limit.
ΔEVE · +300bp
−8.2%
Attribution · ΔNII?
IllustrativeInstantaneous parallel shock · NII over the time frame you choose.
Total change
Attribution · ΔEVE?
IllustrativeInstantaneous parallel shock · point-in-time economic value.
Total change
Rate-shock scenarios
Parallel, steepener, flattener, and short-rate shocks - or define and customize your own.
Customizable views
Project NII over any horizon and granularity you choose - not a fixed snapshot.
Behavioral assumptions
Deposit betas, NMD decay, and prepayment speeds calibrated in one framework.
OAE upgrade path
A regulator-aligned view of the bank's long-term value - Option-Adjusted Equity (OAE), per the Basel IRRBB standard.
Liquidity · coverage, survival & funding
Basel III LCR? and NSFR?, intraday liquidity, and a daily survival runway under combined idiosyncratic and market-wide stress - so you know how long the institution lasts before the buffer is breached.
30-day stressed outflow coverage · LCR
118%
vs. 100% minimum · +18 pts buffer
HQLA (market value)
$7.4B
Net outflows (30d)
$6.3B
1-year structural funding · NSFR
121%
vs. 100% minimum · +21 pts buffer
Available stable funding
$48.2B
Required stable funding
$39.8B
Carrying-value and factor based - a market-value move in HQLA? nets out (ASF vs. RSF), unlike LCR which counts HQLA at market value.
Attribution · ΔLCR
IllustrativeTotal change −22%
Attribution · ΔNSFR
IllustrativeTotal change −9%
Intraday liquidity
Peak intraday usage and payment-throughput stress modeling.
Combined stress
Idiosyncratic and market-wide shocks applied simultaneously.
Contingency funding
CFP triggers and counterbalancing capacity quantified.
Deposit behavior
Runoff, betas, and stability tiers calibrated by segment.
Capital adequacy · Basel III / IV
CET1?, Tier 1, Total Capital, and the Leverage Ratio - computed on Basel III/IV RWA? with SA-CCR, FRTB SA, and SMA operational risk, every scenario and horizon, base and stressed.
Common Equity Tier 1 · base
12.4%
vs. 7.0% min + buffer · +5.4 pts
CET1 capital
$6.0B
Risk-weighted assets
$48.2B
Tier 1 capital / total exposure
9.2%
vs. 4.0% minimum · +5.2 pts buffer
Tier 1 capital
$7.6B
Total leverage exposure
$82.6B
Tier 1 includes AOCI, so the rate-shock OCI move flows through here too.
CET1 ratio · base / str.
12.4% / 9.1%
Common Equity Tier 1 ÷ RWA · higher = stronger
Total capital · base / str.
15.8% / 12.0%
Total capital ÷ RWA · higher = stronger
Leverage ratio · base / str.
9.2% / 7.4%
Tier 1 ÷ total exposure · higher = stronger
Balance-sheet leverage · base / str.
10.9× / 13.5×
Assets ÷ equity · rises as capital erodes
CCAR? severely adverse · CET1 −3.3pp to 9.1%, above the 7.0% minimum.
Attribution · ΔCET1 (stressed)
IllustrativeTotal change −3.3%
SA-CCR
Counterparty credit exposure on derivatives and SFTs.
FRTB SA
Standardized market-risk capital across the trading book.
SMA
Standardized operational-risk capital from loss history.
CECL dynamics
Allowance build flows through capital under every scenario.
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 engine 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.