Independent Swiss Treasury Intelligence

Model your cash pool before you commit.

The first independent cash pooling simulator. Built by treasury practitioners, not software vendors or banks.

See How It Works

Free to join. First report on us when we launch.

Sample Output

Your simulation dashboard, live.

KPIs, interest cost charts, sensitivity analysis, and a structured export — all generated from your inputs in one place.

cashpoolmodel.com/dashboard · Executive Summary
Illustrative data. Actual report generated from your inputs.
How it works

From data to board decision
in three steps.

01
Enter your group structure
Input each entity, its average daily balance, number of accounts, and your current bank rates. Live rate presets from major central banks.
02
Run the simulation
The engine calculates netting efficiency, models three scenarios with daily cash flow volatility, and produces a full before/after P&L comparison.
03
Download the report
Export a structured PDF ready for your CFO, board, or bank RFP. Executive summary, sensitivity analysis, and implementation roadmap included.
Early Access

Secure your priority access.

Join the waitlist to be the first to model your cash pool when we go live.

Automated Simulation
  • Instant visibility into interest savings before any bank conversation
  • Complimentary basic report for early access members
  • Precision multi-currency netting across all group entities
Premium Intelligence
  • Detailed PDF reports structured for CFO and board presentation
  • Sensitivity and risk modelling across rate and volatility scenarios
  • Expert consultations with independent treasury specialists
No spam. Only professional treasury updates.
Research Foundation

Built on independent research,
not vendor claims.

The simulation methodology behind CashPoolModel is grounded in peer-reviewed academic work and independent treasury practice — not marketing benchmarks.

Masaryk University · Faculty of Economics and Administration
Research on Cash Pooling Efficiency from Masaryk University
Jakub Houser's 2023 research examined the structural conflict between bank and corporate interests in cash pooling, quantified the FTE cost of manual pool management, and analysed the impact of intercompany loan structures on group liquidity efficiency.
Corvinus University · Centre for Economic and Regional Studies
Liquidity Management Study by Corvinus University
Applied Monte Carlo simulation to model cash flow volatility in corporate treasury structures, demonstrating that static average-balance models systematically overstate netting efficiency under realistic daily volatility conditions.