Smart decisions for financing and hedging, liquidity investment management.
Choose how you want to work: train in the sandbox curriculum on corporate treasury topics, or open the live workbench for desk decisions on your own books.
Choose your mode
Two ways in — same platform. Pick sandbox learning or the production workbench.
Curriculum & practice
Guided Sigma Tasks on corporate treasury topics — FX books, VaR regimes, hedge booking and group consolidation — on NordTech sample data. Learn and rehearse before the live desk.
- Corporate treasury curriculum (Sigma Tasks)
- Sample multi-entity books & Validate scoring
- Safe place to book / cancel hedges and watch VaR
Live treasury desk
Full Treasury Workbench for your entities and dashboards — FX risk, liquidity, investment context, hedging decisions and consolidated metrics without the training rails.
- Your workspace entities & risk profiles
- Decision layers, Analytics and Live Ladder
- Desk-ready hedging and liquidity views
Built for how treasury actually decides
From entity Cash/FX books to group consolidation, the workbench links exposure, hedge tickets (spot and forward), residual risk and policy VaR. Sandbox curriculum walks through structured scenarios; Workbench mode applies the same stack to your operating books.
What you can run today
Connected layers for risk, hedging, liquidity and investment — shared by sandbox curriculum and the live workbench.
FX Risk & Liquidity Book
See the full FX position by currency — cash, receivables, liabilities, debt and investments — with net exposure and forecast buildup in one live book. Liquidity and carry sit next to risk so every buffer decision is grounded in the actual treasury stack.
Hedging Decision Layer
Start unhedged (Δ = 1), size spot and forward cover against stock or average monthly buildup, and read residual VaR before you book. Cancel trades in sandbox to test how hedge structure changes risk.
Analytics & VaR Regime
Configure confidence, horizon and exposure basis, then recalculate parametric VaR under that regime. Answers and desk views stay aligned to the setup you choose — not a single fixed number.
Consolidated Live Ladder
Stack original exposure sources against booked hedges by currency. Residual ticks and VaR-after update as local entity hedges roll into the group book — so consolidation shows structure, not a black box.
Group & Entity Workspace
Build entity dashboards and Cash/FX profiles, then consolidate into Group FX. Local hedges and metrics wire into the parent view so treasury can decide at both operating-entity and group level.
Liquidity, Carry & Investment View
Connect payout liquidity, interest-rate carry and investment notionals to the same decision loop as FX hedges. Modern treasurers size idle cash, funding cost and hedge overlay together — not in separate spreadsheets.