Use case

Treasury cash forecasting and FX hedging.

From the field, AI native workflow redesign of cash forecasting and hedging process within Treasury Finance function.

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Convolving expertise

A senior Convolving delivery team partnered with the treasury function for one sprint. Operators from our expert network – with forty combined years inside corporate treasury and FX desks – reviewed the redesign at each checkpoint. Forward-deployed engineers built inside the team's TMS, ERP, and bank-API stack. One flat fee, artifact out, no retainer creep.

Situation

Today the thirteen-week forecast is a Monday-morning workbook stitched from bank statements, AR and AP aging, and the analyst's read on the next intercompany sweep.

AFP surveys put forecast accuracy at roughly sixty percent on the legacy stack. Cash sits idle in subsidiary accounts because the parent cannot see it in time. Hedging decisions get made against a stale snapshot, and the treasurer carries a wider buffer than the position warrants.

Forecast accuracy ~60% Thirteen-week, on the legacy stack
Build time 1–2 days Per weekly forecast cycle
Idle cash buffer Wide Held against forecast error
FX exposure latency Weekly Position seen on Monday

Click any node to see the activities and tools behind it. Open the canvas in fullscreen for the horizontal view.

Complication

Largest obstacles and inefficiencies.

A weekly snapshot ages out by Tuesday.

Decisions made on Monday's workbook are working off a position that has already moved by midweek.

Forecast error sits in the high single digits.

AFP 2025 data: ~60 percent thirteen-week accuracy on the legacy stack. The treasurer carries a wider cash buffer than policy requires.

One analyst reconstructs the forecast each week.

Roughly a day and a half of analyst time goes to construction, not to interrogation of the position.

Resolution

The AI-native cycle.

Same five steps. Click any node to see what the redesign does in that step.

Forecast accuracy 88–95% ▲ ~30 points vs today
Build time Overnight ▼ 95% vs today
Idle cash buffer Tighter Sized to model error, not feel
FX exposure latency Daily ▼ from weekly to daily
Key changes

What the redesign actually shifts.

Forecast accuracy

  • Thirteen-week accuracy moves from roughly sixty percent toward eighty-eight to ninety-five.
  • Driver attribution explains every weekly delta.
  • Stress tests run on demand, not on quarter-end.

Cycle compression

  • Build time drops from one and a half days to overnight.
  • FX exposure refreshes daily, not weekly.
  • The treasurer reads the position before the desk opens.

Capital efficiency

  • Idle cash buffer sizes to model error, not analyst caution.
  • Sweeps run on the live position rather than the prior week's view.
  • Hedges sit closer to policy without breaching it.

Audit and control

  • Every bank pull hashes for lineage.
  • Every hedge cites the exposure line and policy threshold.
  • Treasurer sign-off captures in one queue, not an email chain.

Deploy this in your team.

The redesign above ships as a step-by-step playbook. Forecast model spec, intercompany intake template, hedge policy mapping, and the rollout cadence we use on engagements.

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