The platform
From a single canonical state, Bulls-Eye computes earnings, economic value, liquidity, capital, FTP and attribution — and runs every stress and scenario — in one pass. Explore the detail behind each output below.
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 a 5-year monthly horizon; EVE across the full rate-shock grid, against board-approved limits.
12-month 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
IllustrativeTotal change
Attribution · ΔEVE
IllustrativeTotal change
12 rate-shock scenarios
Parallel, steepener, flattener, and short-rate shocks every run.
5-year monthly horizon
NII projected month by month, not a single 12-month snapshot.
Behavioral assumptions
Deposit betas, NMD decay, and prepayment speeds calibrated in one framework.
OAE upgrade path
Option-Adjusted Equity 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
$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
Attribution · ΔLCR
IllustrativeTotal change −22%
Attribution · ΔNSFR
IllustrativeTotal change −9%
Cumulative net liquidity position — base vs. combined stress — against the minimum buffer. TTF = time to failure.
Base TTF
168 days
Stressed TTF
41 days
LCR
118%
NSFR
121%
Net liquidity runway
base vs. stressed
Incremental borrowing and issuance capacity, with cost and time to execution.
| Source | Cost | Time | Capacity |
|---|---|---|---|
| FHLB capacity | +18 bp | Same day | $1.8B |
| Fed discount window | +25 bp | Same day | $0.9B |
| Brokered & retail CDs | +35 bp | 2–5 days | $2.4B |
| Unsecured debt issuance | +85 bp | 1–2 wks | $1.3B |
| Total capacity | $6.4B |
Counterbalancing capacity on top of $7.4B HQLA — extends coverage well beyond the 41-day stress.
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
CET1 · base / str.
12.4% / 9.1%
Total capital
15.8%
Leverage
9.2%
$48.2B risk-weighted assets by risk type.
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 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.