Hedge Accounting & FRM
End-to-end hedge accounting under IFRS 9, IAS 39 and ASC 815. Effectiveness testing, documentation, audit-ready evidence and the operational discipline to keep it compliant in motion.
Treasury Certainty · Banking & Fintech
Risk, regulation and infrastructure for the next-generation balance sheet
Led by experienced practitioners and award-winning leaders in AI and digital assets. Hedge accounting, XVA, VaR, ALM, MiCAR, PSD2/3 and IFRS for digital assets, delivered by people who have actually run treasury at corporates, banks and fintechs.
Financial Risk Management
Full lifecycle risk and valuation
We operate across the full value chain, from exposure identification and hedging strategy through instrument valuation, accounting treatment and board reporting. Every element is auditable, explainable and aligned to the business model.
Macro Hedging & Dynamic Portfolios
Macro hedging strategies for banking books and dynamic portfolios. Compliant with IAS 39 documentation requirements and aligned to your risk management worldview, not bolted on after the fact.
Prepayment Risk
Behavioural modelling of prepayment risk for mortgage and loan books. Calibration, validation and stress scenarios that hold up under regulatory scrutiny and ALM committee challenge.
XVA (CVA / DVA / FVA)
Counterparty valuation adjustments under ASC 820 and IFRS 13. Expected Exposure methodology, collateral modelling and reporting that integrates with your existing valuation engine.
VaR, CFaR & Stress Testing
Parametric, historical and Monte Carlo VaR. Cash Flow at Risk for corporates inside the group. Multi-scenario stress testing across exposure profiles and derivative books.
Asset & Liability Management
ALM for the modern balance sheet, traditional banking books, fintech deposit-and-lending models, and increasingly the asset-liability profile of digital asset holdings.
Regulation & Compliance
Built for the regimes fintechs and banks actually face
We translate regulation into operating models. Not interpretive memos. Capital, governance, reporting, audit evidence, the lot.
MiCAR
Markets in Crypto-Assets Regulation
EU framework for crypto-asset issuers, custodians and service providers. We help fintechs map their offering to MiCAR categories, assess CASP authorisation requirements and stand up the governance, capital and disclosure obligations.
PSD2 / PSD3
Payment Services Directives
From PSD2 strong customer authentication and open banking to PSD3 / PSR1 changes around fraud, refunds and the new permissioned-data regime. Practical readiness for payments fintechs and the banks that sponsor them.
IFRS for Digital Assets
Financial reporting under IFRS / IAS 38
Recognition, measurement and disclosure of digital asset holdings. Treatment of tokens as inventory, intangibles or financial instruments. Custody arrangements, segregated wallets and the audit evidence supervisors are now asking for.
FSMA / DORA
Operational resilience
UK FSMA and EU DORA operational resilience obligations for financial services. Third-party risk, ICT incident reporting, and the testing programme that has to back it up.
Asset & Liability Management
ALM for digital and traditional balance sheets
Most ALM frameworks were built for a world where the asset side was loans and the liability side was deposits. That world is changing. Stablecoin reserves, tokenised treasuries, digital asset custody balances and crypto-collateralised lending all create asset and liability profiles that the classic gap, duration and EVE models do not handle natively.
We work with banks modernising their ALM stack and with fintechs building one for the first time. Mismatch and liquidity coverage on stablecoin reserves. Behavioural models for digital deposit run-off. Hedge strategies for crypto-denominated exposures. Stress testing under regulatory scenarios that did not exist eighteen months ago.
The output is the same as for any treasury we work with, measurable, defensible numbers that survive an audit, a regulator visit and an exec challenge.
Stablecoin reserve ALM
Digital asset liquidity coverage
Behavioural deposit modelling
Crypto-collateral hedging
Tokenised-treasury duration management
Regulatory stress scenarios
AI & Stablecoin Integration
Embedding AI and stablecoins into the banking stack
Banks and fintechs are integrating AI and stablecoins on two fronts at once, internally to run faster and more controlled operations, and externally to ship new products to their customers. We help with both.
Internal · Operations
Treasury, risk and finance ops
- AI-driven cash and liquidity forecasting across the bank book
- Anomaly detection on payment flows and reconciliation breaks
- Stablecoin reserves managed inside the same ALM framework as fiat
- On-chain settlement integrated with traditional reporting
- Audit-ready controls, model risk governance and explainability
External · Customer
Customer-facing products
- Stablecoin payment and settlement rails for corporate clients
- Tokenised deposit and treasury offerings within the existing licence
- AI copilots and assistants for client treasurers, governed inside the bank
- Risk and compliance frameworks for digital asset custody
- Product design that anticipates MiCAR, PSD3 and supervisory expectations
Our team has been recognised by The Economist Impact, Treasury Today's Adam Smith Awards, the TMI Awards and the ACT for award-winning leadership in AI and digital assets in treasury. That experience is what we bring into every banking and fintech engagement, not theory, not slideware, just the patterns that have worked under real-world supervision.
Our Technical Scaling Partners
Working with banking and large corporates for global scalable solutions
We partner with established implementation specialists when an engagement needs the muscle of a global delivery team, keeping the practitioner-led design thinking, adding the scale.
Engagement model
Embedded with your team. Audit-ready by month three.
We work inside your environment, on your tooling, alongside your team. Where the engagement needs the muscle of a global delivery partner we bring SkySparc and our other infrastructure specialists in. The brief stays the same: practitioner-led design, scaled delivery, no vendor lock-in.
Discuss a banking or fintech engagement →Start a conversation
Ready to put your treasury to work?
Book a 30-minute diagnostic call. We'll tell you within the hour whether we can help, and where the biggest wins likely sit.
Or email us directly at info@yourtreasury.ai