Treasury Intraday Liquidity Tracker

Seed: Time series (timestamp, bank_balance, cash_in, cash_out); key formula: =SUMIFS(CashRange,TimeRange,"<="&TargetTime)-SUMIFS(OutRange,TimeRange,"<="&TargetTime)

Implementation Guide

Intraday tracker that consolidates multiple bank feeds into a single timeline, computes projected end-of-day balances, triggers soft liquidity alarms, and models intraday sweeps. Uses running SUMIFS for intraday position, helper columns for cleared vs uncleared items, and a scenario column to simulate wire timing. Includes a rolling minimum liquidity window, a tolerance tolerance bucket, and a printable summary for treasury ops desk. Works with CSV bank imports and simple Power Query refreshes to support multiple time zones and cutoffs.

💡 Expert Q&A Insights

Q: \

How do I ingest multiple bank files?\" \"

Q: Use Power Query to append bank CSVs into one normalized table keyed by timestamp and currency.\"\n\"

Can it send alerts?\" \"

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