You can implement TreasuryView in less than a day. No IT setup or consultants needed (but help available if you need).

Most finance teams are up and running within hours.

You can import your debt data, explore reports, and start seeing value immediately, without waiting on IT or integration projects.

• No installation or ERP required
• Simple onboarding with support if needed
• Start your free 30-day trial to try it out- no credit card, no commitment

Try it today and see how quickly it fits into your workflow and helps to get order in transaction data. 

No, you don’t need your IT team to set up TreasuryView—it’s ready to use without any technical setup.

Built for finance professionals, TreasuryView runs in your browser with no installation, no ERP integration, and no internal IT involvement required.

• Web-based, cloud-hosted TMS, and secure
• Easy onboarding with free human support
• Start your free 30-day trial and explore it today

Fast to set up, easy to use—from day one.

TreasuryView offers automated reporting (saving time), real-time market data (minimizing interest rate risk), and full visibility across your debt portfolio – all in one secure platform.

Key functionalities include:

• Automated reports on interest, cash flows, maturities, refinancing, and exposures
• Centralized dashboard for loans and hedges – one source of truth for your team
• Latest market data (EURIBOR, FX rates) included by default
• Scenario modeling for rate changes and early repayments
• Audit-ready tracking with sharable reports
• Cloud-based and secure—no IT setup needed
• Affordable, subscription-based pricing

Explore TreasuryView’s full functionality

Yes, you can easily import your data from spreadsheets into TreasuryView—no technical skills required.

TreasuryView is designed with Excel users in mind. You can upload your existing loan data in minutes using a simple import template or with help from our team if needed.

• Easy to use manual data forms
• Guided transaction data migration process using Excel template (get it after sign up)
• Free support always available, book a call

Start your free 30-day trial and see how easily your data fits in.

The TreasuryView free trial gives you full access for 30 days – secure, commitment-free, and it ends automatically if it’s not the right fit.

You can explore the platform safely, upload/migrate your transaction data, and generate real reports just like a paid user. No credit card is required, and your data remains protected throughout.

• Full access with no limitations
• End-to-end secure, GDPR-compliant environment
• Trial ends automatically – no cancellation needed
• Free human support available anytime

Start your 30-day free trial and try it risk-free.

Interest rate risk in treasury management is the risk that changes in interest rates will negatively impact a company’s borrowing costs or asset values.

For companies with floating-rate debt, rising rates can increase interest expenses. For fixed-rate instruments, market value can drop if rates rise. Treasury teams monitor and manage this risk to protect cash flow and financial stability.

Key tools to manage interest rate risk:

• Interest rate swaps, caps, and collars
• Scenario analysis and forecasting
• Fixed vs. floating debt mix strategies

TreasuryView addresses interest rate volatility by using it to value interest rate options and run scenario analyses, powered by pre-integrated market data.

Finance teams can instantly assess how rate changes impact caps, collars, swaptions, and other derivatives, without needing separate data feeds or manual uploads.

Key features:

• Built-in market data for rates and volatilities
• Valuation of option-based derivatives
• Scenario modeling under shifting rate environments

Yes, TreasuryView helps minimize interest rate risk by turning real-time data into actionable insights.

Unlike static spreadsheets, it uses up-to-date market data and recorded loan details to highlight exposures that may otherwise go unnoticed—helping finance teams act before risks escalate.

How TreasuryView reduces interest rate risk:

• Tracks floating vs. fixed debt exposure
• Identifies risk from upcoming resets or mismatched terms
• Supports hedge planning with scenario analysis tools

TreasuryView offers scenario-based hedging tools to analyze risk and test strategy outcomes before execution.

Finance teams can assess how rate shifts or FX changes impact their portfolio using built-in models for cash-flow at risk, mark-to-market changes, and interest cost variations—all aligned with tailored hedge planning.

Key features for hedging strategy analysis:

• Cash-flow at risk and average rate assessment
• Mark-to-market and interest cash-flow forecasting
• Scenario modeling tied to specific hedging strategies

Fixed-rate loans lock in a borrowing cost, eliminating rate reset risk but potentially leaving cost savings on the table if rates fall.
Floating-rate loans reset periodically based on a benchmark (EURIBOR, SOFR), creating exposure to rate increases. TreasuryView tracks both, models scenarios across rate environments, and helps finance teams determine the optimal fixed/floating mix and hedging strategy.

Deciding whether a bank-offered interest rate swap is the right hedge means testing it against your loan portfolio’s actual exposure, not just accepting the bank’s proposal as it stands. TreasuryView calculates the hedge level you actually need using daily mid-market swap rates across multiple currencies, so you can size the hedge correctly and compare the bank’s proposed terms against a market-based reference before you commit. The trade itself is still agreed directly with your bank, typically by phone; TreasuryView gives you the independent check beforehand, not the execution

TreasuryView automates the data behind your interest rate hedging strategy, not the trade execution itself. It pulls daily mid-market swap rates across multiple currencies automatically and combines them with your existing and planned loans and hedges, so your hedge case is always current without manually rechecking rates or updating spreadsheets. Full straight-through trade execution isn’t possible for interest rate derivatives the way it can be for some FX transactions, due to regulatory requirements, so the swap itself is still agreed directly with your bank. What’s automated is everything leading up to that decision: rate data, exposure, and hedge monitoring