Always-on AI treasury for mid-market importers and exporters.
Quayline monitors cash, FX exposure, and rate risk across every subsidiary in real time — then automatically executes the hedges and intra-company sweeps that keep your liquidity tight and your currency drag down. Every morning, the CFO gets one briefing instead of a stack of bank reports.
- We do
- execute hedges, sweeps, and rollovers in-policy.
- We don't
- earn 1–3% FX markup. Venue spread is shown to you.
Indicative FX · 14:37 UTC
- EUR/USD1.08421.0843↗
- GBP/USD1.27141.2716↘
- USD/JPY149.82149.84↗
- USD/CNH7.18127.1820·
- USD/MXN17.03817.040↗
Auto-execution stream
- BUYEUR/USD$4.2M1.0843FILLED
- SELLUSD/MXN$0.9M17.040FILLED
- SWEEPUS → EU$2.4Msame-dayWORKING
- BUYUSD/JPY¥180M149.82ROUTING
The platform
One desk. Every entity. Every working day.
Treasury work today is a stack of bank portals, an ERP sub-ledger, an FX spreadsheet, and a quarterly reconciliation. Quayline consolidates the first three into one runtime and turns the fourth from a project into a log query.
Real-time visibility
Every subsidiary, every currency, every morning.
Quayline reads the bank and ERP feeds you already maintain (NetSuite, Xero, SAP) and reconciles them into one consolidated position — by entity, by currency, by exposure type. Spot the $340K receivable slip the moment it widens, not three weeks later.
FX hedges
Execute across bank + non-bank venues.
Forwards, NDFs, swaps, and options — routed to the venue with the best all-in cost at that moment. Quayline doesn't earn a 1–3% spread on your trades; the venues do, transparently.
Intra-company sweeps
Idle cash moves to where it earns.
Automatic intercompany sweeps on a schedule you approve, with short-funding prediction so a slow AP day doesn't trigger an overdraft at one entity.
Every action has a paper trail
Rationale logged, audit-ready by default.
Every hedge and sweep dumps the inputs — rate, model, counter-venue, IFRS designation — into the audit trail. EMIR and Dodd-Frank reports are produced from the same log, so you don't reconcile two months after quarter-end.
The morning briefing
What your CFO reads at 07:00.
A consolidated view of cash by entity, every hedge and sweep executed overnight with its rationale, and the handful of items that genuinely need a human review. The briefing is the visible surface of an engine that doesn't stop when the meeting ends.
- Cash position by entity, in the entity's currency, normalised to a USD/EUR base.
- Hedges with notional, rate, tenor, and the policy band that triggered them.
- Sweep status across the group — executed, working, or blocked on a sign-off.
- Anomalies flagged for review, with the prior forecast and the actual variance.
Morning briefing · Monday 07 Mar 2026
07:00 LOCALNet cash position: $24.6M across 7 entities
Cash by entity
- USQuayline US$11.2M+$820K
- EUQuayline EU B.V.€6.8M−€140K
- UKQuayline UK Ltd.£3.1M+£60K
- MXQuayline MX$1.4M−$340K
- SGQuayline APAC Pte.S$0.9M·flat
Today's hedges · 3 auto-executed
- USD/EUR$4.2M · 1.087 90d fwd
Lock Q1 EU payroll + supplier payables against 1.092 spot.
- GBP/USD$1.8M · 1.271 swap
Cover March container cost forecast (3-week rolling).
- USD/MXN$0.9M · 17.04 fwd
Smooth MX payable run; gap > 0.6σ vs 30d mean.
Flagged for review
MX−$340K vs forecast
Receivables ageing past 28 days. Awaiting CFO sign-off.
Illustrative sample — fictional positions, not a real client.
Where Quayline sits
Built for the tier the others overlook.
Enterprise TMS vendors bolt AI onto installed bases built for large corporates. Banks earn on the spread and deliver thin proactive advice. Quayline targets the gap: a transparent, always-on treasury desk priced for the mid-market.
| Axis | QUAYLINEAI treasury, mid-market | Enterprise TMSe.g. large-corp installed base | Bank primacyrelationship + FX spread |
|---|---|---|---|
| Built for | Mid-market importers + exporters ($25M–$500M revenue) | Large multinationals with treasury headcount | Whoever the relationship banker decides to include |
| When it works | Continuous — Monday at 07:00 you already have the answer | Quarter-end report, retrospective | On request, after the quarter-end analysts finish |
| FX execution | Routed to best venue, transparent cost | TLM / Summit module, often stacked on legacy infra | 1–3% spread baked into the rate |
| Pricing | Flat, scaled to revenue — priced per entity | Six/seven-figure implementation + per-seat licensing | Spread + relationship fees, hard to benchmark |
| Audit posture | IFRS hedge accounting + EMIR + Dodd-Frank by default | Capable, but configured per engagement | Compliance on the bank's terms, not yours |
Plug in
Connects to the systems you already run.
Read-only into the GL for the position; bank-grade connectivity into the cash legs. MT940 and CAMT.053 are supported as the universal fallback for banks without a modern API.
ERPs
Read APIs only. We don't write to your GL.
Banks & liquidity
Falls back to MT940 / CAMT.053 statement polling when APIs aren't available.
Execution venues
Best-cost routing with the venue spread shown, not hidden in the rate.
Try it now
Cash position demo
Upload a NetSuite or Xero export — or load one of the seeded samples — to see one row per entity, one column per currency, with per-currency totals. The demo runs entirely against a live database for this preview, so a successful upload sticks for the rest of the session.
Audit posture
Built around the frameworks your auditor reads.
Quayline's audit log is the source of every hedge-designation report, every transaction report, and every reconciliation. There's no second system to keep in sync with the trades.
IFRS 9 hedge accounting
Fair-value, cash-flow, and net-investment designations with effectiveness testing on each leg.
EMIR reporting
Delegated reporting for EU-domiciled trades, with UTI / UTR pairing across counterparties.
Dodd-Frank SDR
Swap data repository submission for US entities, including SEF execution where required.
Operational security
Tenant-isolated data, per-entity segregation of duties, signed actions on every execution.
Next step
A 30-minute briefing on your exposure profile.
Send us your entity list, your top three currency pairs, and where your bank feeds sit today. We'll come back with a sample briefing shaped to your exposures — anonymised — and an honest read on whether Quayline is the right next move.
No sales-deck discovery loop — a direct line.