Position, not balance
Every account and entity, with committed outflows netted — approved bills, scheduled payroll, tax obligations, and payments in flight but not yet cleared.
Platform · financial core
Bank balance is not cash position. Position is balance minus what is committed — payroll, taxes, cheques not yet presented, approved bills, and the subcontractor who will invoice on Friday — and almost nobody can see that number without building it.
What it does
Every account and entity, with committed outflows netted — approved bills, scheduled payroll, tax obligations, and payments in flight but not yet cleared.
Built from open receivables, open payables, contracted recurring revenue, and payroll — a projection of known obligations rather than a growth assumption applied to last quarter.
The customer who always pays at day 52 is modelled at day 52, not at their stated 30-day terms. Averaged DSO hides exactly the customers that matter.
Position per legal entity with intercompany visible, so a group with cash in the wrong subsidiary can see that rather than discovering it at a payment run.
Balances translated at current rate with exposure by currency shown, because a comfortable consolidated position can conceal a shortfall in one of them.
Where the projection dips below a threshold you set, the alert comes weeks ahead with the drivers listed rather than the week it happens.
The standard thirteen-week model takes last quarter’s collections, applies a growth rate, subtracts a payroll estimate, and produces a curve. It is wrong in a specific and consistent way: it smooths exactly the lumpiness that causes cash problems.
Real cash trouble is not a gradual decline. It is a quarter where three large customers each slip by two weeks while payroll, a tax payment, and an annual insurance renewal land in the same fortnight. A smoothed model cannot represent that because it averaged away every input that would have shown it.
Payment terms describe an agreement. Payment behaviour describes what happens, and the gap between them is stable enough per customer to be predictive.
Modelling each customer’s actual pattern — including the ones who pay early for a discount and the one who reliably pays at 60 on 30-day terms — produces a materially different curve from one built on terms, and the difference concentrates in your largest accounts.
Most of the outflow side is not a forecast at all. Approved bills have due dates. Payroll is scheduled. Tax obligations are calculable. Subscription renewals are contracted. Purchase orders are committed even where the bill has not arrived.
Treating those as known rather than estimated removes most of the uncertainty from the outflow side, which leaves collection timing as the genuinely variable input — and that is where modelling effort belongs.
Groups routinely discover at a payment run that the consolidated position is healthy and the entity that owes the money is not. Moving cash between entities has tax and legal consequences that make it slow.
Position per entity, with intercompany balances visible, turns that into a decision made two weeks ahead rather than a scramble on the day.
Limits
A customer who has always paid on time and then does not is not predictable from history. The forecast narrows the range; it does not eliminate it.
Investment laddering, hedging, and debt covenant modelling belong in a treasury product. We handle position, forecast, and exposure.
Payment execution runs through your bank and your approvals. We show what should be paid and when, and a person releases it.
Questions
Tell us how you forecast cash today. We will show you what commitments change.