Working capital forecast for the week of 22-28 May ready. Consolidated bank balance: €1,420,000. 12-week projection available.
AGENT · TREASURY CASH FORECAST
The working capital forecast reaches the CFO before the Monday meeting.
Treasury Cash Forecast reads weekly the company's financial systems — accounting, customer and supplier payment schedules, bank accounts — produces the working capital forecast for the next 4-12 weeks, identifies incoming liquidity gaps and investment windows for idle cash. The CFO finds the picture ready.
Treasury Cash Forecast at work.
Two liquidity gaps identified: week of 18 May (€85k — monthly VAT + strategic supplier + category C customer at risk), week of 25 May (€120k — financing instalment + contributions). Coverage options: credit line €500k, or advance of two category A customers.
Confirmed — credit line for the 18th. For the 25th, let's try the advance with Gamma SpA. Investment windows?
Week of 11 May: surplus €280k for 5 days before the VAT deadline. Compatible with short-term time deposit per the treasury policy. Awaiting confirmation to proceed.
Why it exists.
Working capital management is one of the cardinal jobs of the CFO of a mid-large company. The operational problem is not the lack of data: the financial systems contain everything. It is the time of consolidation: the treasury team typically spends half a day per week producing the forecast manually.
How it works weekly.
Treasury Cash Forecast activates weekly (configurable per instance, typically Friday afternoon or Sunday evening). Reads the financial systems, aggregates by deadline, applies the customer's declarative rules (payment probability per customer risk category, fiscal deadlines, seasonal patterns), and produces the structured forecast on the work channel before the planning meeting.
The decision stays with the CFO.
The agent identifies gaps and windows, proposes coverage and investment options consistent with the configured treasury policy. The decision to use the credit line, advance receivables, or invest the surplus stays with the CFO. The agent records every decision in the audit registry.
Who it serves and where it applies.
CFO
Receives the forecast ready before the weekly planning meeting. Liquidity management decisions are based on data updated to the previous Friday. The Monday discussion stops being a post-mortem and becomes forward-looking again.
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Treasury lead
Reclaims the time of manual consolidation. Team capacity focuses on analysis and management decisions: negotiating with banks, managing credit lines, investing idle cash. Half a day per week becomes available again.
fnol.receive 09:14:22 ALLOW
triage.classify 09:14:25 ALLOW
idd.check 09:14:31 WARN
liquidation.propose 09:15:02 ALLOW
SELECT * FROM audit_log WHERE claim_id = '2024-0847'
Head of administration
Sees the cash flow patterns that emerge from the weekly forecasts — customers with lengthening payment times, suppliers with deadlines concentrated in specific windows — and can intervene on the underlying processes.
Proposal no. 2024-081 In review
Missing disclosure
MiFID II art. · regulated financial instrument
Alt. 1 …in compliance with MiFID II and applicable supervisory provisions.
Alt. 2 …with full disclosure attached to the offer document.
Audit trace recorded · 14:31
A concrete example.
The agent starts on Friday at 18:00 with the week's data.
For a mid-market manufacturing company with €120 million in annual revenue, the agent is scheduled every Friday at 18:00. Integration with the ERP system and bank accounts is delivered during the project. The agent reads the consolidated bank balance for the day and retrieves from the ERP the customer payment schedule for the next 12 weeks.
It applies the payment probability rules per category.
Applies the payment probability rules: category A (payment history below 5 days' delay) 95%, category B (average payment 15-30 days' delay) 80%, category C (history above 30 days' delay) 60%. Retrieves the supplier payment schedule and fiscal deadlines. Produces the consolidated forecast, identifies gaps and windows.
Monday morning the CFO validates and confirms the actions.
The summary reaches the CFO on Sunday evening in three blocks: 12-week projection, gaps with amount detail and coverage options, investment windows with available cash and options compatible with the treasury policy. Monday morning the CFO validates the forecast, confirms the actions. The event — forecast, CFO's decisions, execution — stays in the audit registry.
Configuration and technical resources.
The Treasury Cash Forecast rules are declarative. The company's treasury team and CFO define in a readable format the payment probability rules per customer category, the liquidity management policy (gap thresholds, coverage options, idle cash investment policy), the fiscal deadlines calendar, the forecast format. The rules live in the customer's repository, versioned, validated at agent startup.
- Language
- TypeScript (Node.js)
- LLM model
- customer's choice: Anthropic, OpenAI, Mistral, open source models hosted internally, AWS Bedrock for a private model
- Built-in controls used
- pii-detector, credential-detector, tool-param-validator
- Native channels
- Slack, Telegram, WhatsApp, OpenAI-compatible HTTP
- ERP / accounting system integration
- dedicated adapter delivered during the project (SAP, Oracle, Microsoft Dynamics, proprietary systems)
- Bank account integration
- dedicated adapter delivered during the project — via Open Banking PSD2 (EU banks, requires customer bank authorisation) or via ERP with an active treasury module
- Memory
- persistent per instance, pgvector + PostgreSQL FTS on historical flow patterns
- Registry
- immutable, queryable with a standard SQL client
Frequently asked questions about the agent.
The rules are declarative, configured by the treasury team based on the payment history of the company's customers. Typical patterns: categorisation by risk band (A, B, C), probability per category, correction factors per product category or seasonality. The initial calibration is based on historical data from the previous 12-24 months.
No. The agent identifies the incoming liquidity gaps and proposes the available coverage options. The decision to use the credit line, to advance receivables, or to postpone payments stays with the CFO according to the company's treasury policy.
For companies that have bank integration already active in the ERP system (treasury module), the agent reads from the management system. For companies that want direct reading from bank accounts, integration via Open Banking PSD2 — for EU banks — requires the customer's bank authorisation and is delivered during the project.
The typical pattern for Treasury Cash Forecast is 10-14 weeks. Discovery 2 weeks, configuration of payment probability rules and treasury policy 3-4 weeks, ERP system and bank account integration 4-5 weeks, hand-off to the treasury team 1-2 weeks.
From a 30-minute conversation to the squad in production.
A 30-45 minute conversation to understand how Treasury Cash Forecast would configure to the customer's case. Which financial systems, which frequency, which payment probability rules.