Trends & Forecasts
Every metric projects forward from one canonical state — net interest income, the full balance sheet, cash, funding, forward rates, and the capital and liquidity ratios — across any horizon, at any granularity; a three-year, quarter-by-quarter view is illustrated below. Change a rate path or a business assumption once and every projection re-derives together.
Forecast horizon
12 quarters
Q3 2026 → Q2 2029
Net interest income
$148M → $173M
+16.9% over horizon
CET1 ratio
12.4% → 13.2%
+80 bps capital build
Liquidity coverage
118% → 125%
LCR, period-end
How forecasting works
Each method runs against the same canonical state, so results are directly comparable — and any method can challenge another.
Business-as-usual baseline
Market forward curves drive repricing, reinvestment, and new-business yields — a market-consistent path with no manual rate view.
Output · market-consistent path
Management growth, volume, and spread assumptions by segment translate into a projected balance sheet and earnings plan.
Output · plan vs. actual
Contractual and behavioral runoff plus replicating-portfolio reinvestment age the existing book forward realistically.
Output · maturity & reprice ladder
Stress & scenario
Base, rising, and falling rate paths run through the canonical state. Every metric reprices on the same explicit assumptions.
Output · point estimate per path
Thousands of correlated rate and balance paths produce full distributions — percentiles and tail outcomes, not a single line.
Output · P5–P95 ranges
Regressions link GDP, unemployment, and home prices to balances, deposit betas, and losses — aligning forecast with stress.
Output · macro-linked forecast
What gets forecast
SOFR and the UST curve by tenor — the path that drives every repricing assumption.
View curveLoans, securities, cash, deposits, wholesale funding, and equity — projected and tied.
View projectionQuarterly NII, NIM, earning-asset yield, and cost of funds.
View forecastCentral-bank cash, HQLA, term funding raised, and the survival horizon.
View positionCET1, leverage, total capital, LCR, NSFR, plus ROA, ROE, and efficiency.
View ratiosThe trades the optimizer proposes to hit the forecast — with full metric impact.
View ticketsDeposit behavior
Deposit balance and pricing models are calibrated in a single framework (alongside mortgage prepayment), so a pricing change flows consistently into behavioral response, funding stability, and market share — then conditioned on the prevailing Fed policy regime. These assumptions feed the NII, cash, and liquidity forecasts on this page.
Deposit balance & pricing model
Deposit balance and pricing models are calibrated in one framework (alongside mortgage prepayment), so a pricing change flows consistently into behavioral response, funding stability, and market share — especially during large market moves. Each segment carries up- and down-rate betas (pass-through), a behavioral life, and a non-core share that prices like wholesale funding.
Deposit market share vs. relative pricing
illustrativeShare rises with relative pricing; the model solves the share-versus-cost-of-funds trade-off rather than assuming a fixed balance.
| Segment | Balance | β ↑ | β ↓ | Beh. life | Non-core |
|---|---|---|---|---|---|
| Retail checking (DDA) | $9.8B | 8% | 5% | 6.2y | 12% |
| Savings & MMDA | $14.2B | 42% | 35% | 3.8y | 22% |
| Retail CDs | $6.1B | 78% | 70% | 1.1y | 5% |
| Commercial operating | $11.4B | 35% | 28% | 4.5y | 30% |
| Brokered / wholesale | $4.7B | 95% | 92% | 0.5y | 100% |
Fed regime modeling
Deposit behavior is not static. Rate regimes — hiking, on-hold, cutting — reprice deposits (they move betas). Balance-sheet regimes — QE and QT — change the total volume of deposits in the system. Select a regime to re-flow betas, runoff, and volume.
Blended deposit beta
40%
balance-weighted · price
Total deposit volume
$46.2B
base · quantity
| Segment | Balance | Deposit beta | 12-mo runoff |
|---|
These deposit assumptions are the same ones driving cost of funds in the NII forecast and the deposit run-off in the cash & survival projection below — change the regime and the whole forecast re-prices.
Rate environment
The market-implied curve that drives repricing, reinvestment, and new-business yields across the projection.
Period-average yield, percent
Business balance sheet
Asset and funding mix aged forward on runoff and new-business assumptions — both sides tie to total assets each quarter.
Earnings
NII rebuilds as the book reprices into the forward curve; margin compresses early, then stabilizes as funding costs reset.
NII $M (left axis) · NIM % (right axis), per quarter
Liquidity & cash
A 13-week (90-day) projection of the cash balance against the minimum operating buffer — the treasury view of the immediate liquidity runway.
$ in billions · 13 weeks
Starting cash
$3.80B
90-day low
$3.27B
week 7
Ending cash
$3.85B
Buffer headroom
+$0.27B
above $3.0B floor
Ratios
The full ratio set is tabulated; the two most-watched constraints — CET1 and LCR — are charted against their regulatory floors.
Critical metric · percent, period-end
Critical metric · percent, period-end
From forecast to action
When the forecast surfaces a gap, the optimizer generates the actual trade and funding tickets to close it — each priced with its full impact on earnings, capital, and liquidity before you execute.
Trade source
Input your own desired trades, or let the optimizer solve for the least-cost set based on your defined constraints — the engine prices the full impact on earnings, capital, and liquidity either way.
Select a quarter to inspect its tickets
See it on your numbers
A guided demonstration that projects your institution's own publicly available data forward — NII, balance sheet, cash, and ratios — across a three-year horizon and all 12 scenarios.
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.