Financial Technology2025Technocolabs Softwares

TreasuryIQ: NBFC Liquidity Risk and Asset-Liability Management Platform

Production-grade ALM intelligence platform for non-banking financial companies. Identifies maturity mismatches, quantifies liquidity gaps, and generates automated risk reports from raw transaction data.

The Problem

Non-banking financial companies (NBFCs) in India and sub-Saharan Africa are required under RBI guidelines to maintain adequate liquidity buffers and report asset-liability maturity profiles. Manual ALM reporting from spreadsheets is error-prone, time-consuming, and produces static outputs. TreasuryIQ replaces this with an automated, data-driven intelligence pipeline.

The Dataset

A 10,000-row synthetic NBFC dataset containing loan disbursement records, repayment schedules, fixed deposit liability maturities, and working capital lines across 5 maturity buckets: 0-30 days, 31-90 days, 91-180 days, 181-365 days, and over 365 days.

Key Finding

Critical ALM Mismatch Identified

A severe negative ALM gap was identified in the 31-90 day bucket: total asset maturities of NGN 320M versus liability maturities of NGN 890M, producing a net gap of negative NGN 570M. This represents a liquidity stress point requiring immediate management attention.

Technical Deliverables

Week 1: Data Preprocessing Pipeline

Automated ingestion, type validation, missing value imputation, currency normalisation, and maturity bucket assignment for 10,000 NBFC loan and liability records. Outputs a cleaned, analysis-ready DataFrame with 100% completeness.

Week 2: EDA and ALM Gap Analysis Report

Comprehensive exploratory analysis and ALM gap analysis. Maturity profiles constructed for 5 asset types and 5 liability types. Net gap computed per bucket. Cumulative gap waterfall chart generated. Critical negative gap identified in the 31-90 day bucket.

Ongoing: Liquidity Risk Scoring Engine

Machine learning model to predict liquidity stress events 30 days in advance based on rolling GAP ratios, deposit withdrawal velocity, and seasonal repayment patterns.

Python 3.11pandas 2.0NumPy matplotlibseabornSQLite ALM Gap AnalysisLiquidity Risk
View on GitHub Similar Project Enquiry