Widening counterparty access usually means more KYC and settlement builds. We replace it all with one onboarding – access secured and unsecured investment-grade cash products, fully transparent for CRR.
From established institutions to neobanks, EMIs, and fast-growing challengers, TreasurySpring is trusted by those looking to put excess liquidity to work, add secured options to the toolkit, and maintain full transparency for regulatory reporting.
Maximising net interest margin is paramount in any rate environment, yet excess cash and liquidity buffers too often earn little.
Capital and liquidity buffers must be actively managed to hit target regulatory ratios – without dragging returns or compromising access.
Excess balances frequently sit unsecured with a small set of counterparties, with limited practical access to secured alternatives.
Access a deep pool of 1100+ products matching your credit, currency, and tenor requirements, and select competitive risk-adjusted returns across the repo, government, SSA, and corporate sectors – so excess cash supports net interest margin rather than sitting idle.
.avif)
Choose terms from one day to one year across 9 currencies and ladder maturities to your buffer and regulatory needs. Fixed-Term Funds (FTFs) are structured to reduce the exit risks inherent in other short-term instruments, while remaining fully transparent for CRR treatment.
.avif)
Strengthen your existing strategy with multiple secured investment options – repo and securities-based lending – alongside government, SSA, and investment-grade corporate exposure. Assets are legally segregated with no credit exposure to TreasurySpring, and you see through to every underlying product.
.avif)
A single digital onboarding removes the need for repeat bilateral documentation, market infrastructure, and settlement. The platform handles execution, settlement, and full lifecycle management. You select the product, we do the rest.
.avif)
Deploy surplus balances held at the central bank or with correspondent banks across a diversified, investment-grade counterparty set.
Generate returns on mandatory capital held, with full look-through transparency for CRR treatment.
Ladder short-dated, day-to-day liquidity to your balance sheet needs, from one day to one year.
Access Fixed-Term Funds (FTFs) through our intuitive portal, connect the tools you already use, or use your own systems via our public API. No new infrastructure required.
Sharp insights from some of the sharpest minds in treasury – combining deep experience, fresh thinking and a healthy appetite for doing things differently. Your place for smart, thought-provoking perspectives on capital markets, treasury, and the changing world of cash management.
Markets remain focused on rising oil prices and their impact on interest rates. Brent crude has climbed above $90 as tensions in the Gulf region intensify, reversing expectations of slower rate hikes following weaker-than-expected US jobs and wage data.
Markets remain focused on rising oil prices and their impact on interest rates. Brent crude has climbed above $90 as tensions in the Gulf region intensify, reversing expectations of slower rate hikes following weaker-than-expected US jobs and wage data.
Following a split FOMC vote and stubborn inflation, Nigel Owen and Glen Stone explain why the market is now leaning toward a September hike rather than a cut.
In his weekly TS Pulse, Nigel Owen looks at how a brief spike in oil prices and shifting UK data are keeping markets on edge ahead of this week's central bank meetings, even as talk of de-escalation returns.
Henry Adams takes stock of a summer pulled in two directions at once - renewed Middle East tensions and AI-driven uncertainty on one side, resilient corporate earnings on the other.
Renewed military escalation in the Gulf has pushed oil and rate-hike expectations back up, even as softer US inflation and producer price data complicate the outlook, Nigel Owen writes in his weekly TS Pulse.
.avif)
