AI for Corporate Treasury: Claude Tools for Cash and Risk Management

Corporate Treasury and AI

Corporate treasury manages a company's liquidity, financial risk, and capital structure. Treasury workflows are highly quantitative — cash positioning, FX exposure analysis, interest rate hedging decisions, and bank relationship management — and benefit significantly from AI automation.

Cash Flow Forecasting

Accurate 13-week and rolling 12-month cash forecasts are essential for liquidity management:

• "Build a 13-week rolling cash forecast. Last week ending cash: $8.2M. Inflows: $3.5M AR collections expected over the next 4 weeks based on outstanding invoices. Outflows: $2.1M payroll biweekly, $800K rent monthly, $600K vendor payments weekly. Show weekly cash position."
• "Update the rolling 12-month cash forecast. H1 actual cash flows were: [paste]. H2 assumptions: revenue growth 10% over H1 run rate, capex $3.2M, dividend payment $1M in Q4. What is the year-end cash position under base and bear (-15% revenue) scenarios?"

FX Risk Analysis

Companies with international operations face currency exposure on revenues, costs, and intercompany balances:

• "We have EUR 12M in receivables due in 90 days. Current EUR/USD is 1.085. A forward contract would lock in 1.082. A vanilla put option at 1.080 strike costs 0.8% of notional. Compare the P&L of: unhedged, full forward, and option hedge scenarios if EUR/USD ends at 1.050, 1.085, or 1.120."
• "Our EMEA subsidiary has GBP 8M revenue and USD 6M costs (mostly USD-denominated vendor contracts). What is our natural hedge position and residual GBP/USD exposure?"
• "Model the impact on EBITDA of a 10% strengthening of the US dollar on our international operations: EMEA revenue EUR 20M, APAC revenue JPY 800M, LATAM revenue BRL 15M."

Interest Rate Risk Management

Companies with floating-rate debt need to manage interest rate exposure:

• "We have $100M in floating rate term loan at SOFR + 250bps. SOFR is currently 4.8%. We're considering a 3-year interest rate swap to fix at 6.2%. If rates rise 150bps over 3 years, how much does the swap save? If rates fall 100bps, what is the cost?"
• "What is our total interest expense sensitivity? We have: $100M floating term loan, $50M fixed notes at 5.5%, $30M revolving credit at SOFR + 200bps. Model the impact of SOFR moving from 4.8% to 6.3%."

Working Capital Optimization

• "Analyze our working capital efficiency. DSO is 52 days vs industry average 38 days. DIO is 45 days vs 32 days. DPO is 28 days vs 42 days. What is the cash conversion cycle gap and what is the cash release potential if we close the gap 50%?"
• "If we implement an early pay discount program at 2/10 net 30, and 40% of our $15M AP balance takes the discount, what is the annualized cost of the program and what is the benefit in AP days improvement?"

Bank Relationship and Facility Analysis

• "We have three bank facilities: $50M revolving credit (SOFR+175, 0.20% commitment fee), $100M term loan (SOFR+250), $20M letter of credit facility (0.75% annual fee). What is the all-in cost of our bank debt and committed capacity?"
• "Our revolver has $50M capacity. We have $18M drawn. Financial covenants: maximum leverage 3.5x (current 2.8x), minimum EBITDA coverage 3.0x (current 3.7x). What headroom do we have to draw an additional $15M while maintaining covenants?"

Setting Up for Treasury

{
  "mcpServers": {
    "claudefinlab-accounting": {
      "url": "https://claudefinancelab.com/accounting/sse",
      "headers": { "Authorization": "Bearer YOUR_API_KEY" }
    },
    "claudefinlab-market": {
      "url": "https://claudefinancelab.com/market/sse",
      "headers": { "Authorization": "Bearer YOUR_API_KEY" }
    }
  }
}

Related Skills

• Working Capital Optimization Analyzer
• FX Hedging Strategy Optimizer
• Interest Rate Swap Pricer
• Cash Flow Forecasting Model