DekaBank's Zorro AI Brings Intraday Liquidity Forecasting to Production
Originally published:
DekaBank developed Zorro, an in-house AI tool using a Random Forest model with four parallel components, to forecast intraday liquidity positions up to two days ahead. Prototyped in autumn 2023 in the bank's Open Digital Factory innovation lab, the tool now supports treasury cash management and liquidity risk control in daily operations. Governance layers including backtesting, sensitivity analysis, and automated…
Why it matters for finance
Treasury and liquidity risk professionals can draw on this real-world implementation blueprint — covering data enrichment, model architecture, and governance — when evaluating or designing their own AI-driven intraday liquidity management capabilities.
Original source: der-bank-blog.de