Treasury teams are increasingly responsible for conducting analyses and managing risk with limited resources. This session will focus on treasury investment workflow efficiencies created through using a short-term liquidity portal – from integration to analytics reporting – and how treasury practitioners are enabled to do more, save substantial time and reduce human error. This will be a case study with Hewlett Packard, reviewing how treasury teams achieve these efficiencies and utilize data provided by portals to analyze counterparty risk.

We will also discuss short term investment products including Prime MMFs, Government MMFs, SDBFs, Bank Deposits, Commercial Paper, U.S. Treasuries and FICA, and how they compare in regards to capital preservation, liquidity and yield.