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Cash Flow & Treasury / CFT-03

Stress-Test Liquidity Before the Shortfall

Stress customer timing and FX while respecting funding limits.

Advanced · 90 minutes (estimate) · Original synthetic data

Prerequisites: CFT-02 and scenarios

01 / Learn the method

Learning outcomes

Stress customer timing and FX while respecting funding limits. Calculate the result, reconcile it and communicate its limitations.

Method

Liquidity headroom is usable cash plus available funding less the required buffer. A facility limit is not unrestricted cash: apply eligibility and draw constraints. Stress correlated drivers together when the scenario calls for it, and keep delayed receipts in a later period or explicitly outside the horizon.

Smaller worked example

Cash 10 plus undrawn eligible funding 5 less a required buffer 8 leaves headroom 7. A nominal credit line of 20 does not create headroom 22 if only 5 is available to draw.

02 / Put it to work

Business context and rules

Fictional Larch Imports, three monthly periods October-December 2026, USD thousands except FX. Opening cash 30. Base receipts 50 / 60 / 70; domestic payments 40 monthly; euro supplier payments EUR 20 thousand monthly. Base USD/EUR 1.10, stress 1.25. Stress delays 20 of October receipts to November. Committed facility total 25, already drawn 10 at start, with maximum additional draw 10 per month; no repayment or interest within this simplified horizon. Existing debt is already reflected in opening cash. Required cash buffer 10. Model combined stress, draw only what is needed to approach buffer subject to both constraints. Do not allow negative additional availability.

Original synthetic inputs

InputValueUnit
Opening cash30USD thousands
October base receipts50USD thousands
November base receipts60USD thousands
December base receipts70USD thousands
Monthly domestic payments40USD thousands
Monthly EUR supplier payment20EUR thousands
Base USD per EUR1.1USD / EUR
Stress USD per EUR1.25USD / EUR
October receipt delayed to November20USD thousands
Total committed facility25USD thousands
Already drawn facility10USD thousands
Maximum new draw per month10USD thousands
Required buffer10USD thousands

Required deliverables

Prepare base and combined-stress monthly cash, constrained funding and residual buffer shortfall. Recommend escalation triggers and state what additional lender / FX evidence is needed. Do not assume the model can draw past the agreement.

Use formulas for derived amounts and preserve source data. Put narrative deliverables in the workbook response area; expand it as needed. Compare amounts within 0.01 of the stated unit and percentages within 0.1 percentage point. No unsupported balancing plugs.

03 / Review your work

Try the assignment before opening the answer.

Open the worked answer and teaching notes

Worked numerical schedule

MeasureValueUnit
Base October cash before new funding18.00USD thousands
Base November cash before new funding16.00USD thousands
Base December cash before new funding24.00USD thousands
Stress October pre-funding cash-5.00USD thousands
October constrained additional draw10.00USD thousands
Stress October post-funding cash5.00USD thousands
Stress November pre-funding cash20.00USD thousands
November constrained additional draw0.00USD thousands
Stress November post-funding cash20.00USD thousands
Stress December pre-funding cash25.00USD thousands
December constrained additional draw0.00USD thousands
Stress December post-funding cash25.00USD thousands
Minimum post-funding buffer headroom-5.00USD thousands
Remaining facility after period 35.00USD thousands
Stress cash roll-forward residual0.00USD thousands

Interpretation and recommended actions

Base cash closes 18 / 16 / 24. Under combined stress October pre-funding cash is -5; the monthly draw cap permits 10, leaving cash 5 and a 5-unit buffer shortfall. November cash recovers to 20, December to 25, with 5 facility availability left. The facility limit alone would permit enough October funding, but the monthly draw cap does not. Escalate before October payments; confirm any cap amendment, receipt acceleration or approved payment change. A December surplus does not solve October timing.

Scoring rubric - 100 points

DimensionPointsAwarding guidance
Calculation40Base cash 8; combined stress 12; funding constraints 12; shortfall and reconciliation 8.
Interpretation25Correct application of the case rules 10; explain the business decision 10; identify evidence or limitations 5.
Controls / audit trail20Traceable formulas 8; independent reconciliation 8; explicit units and signs 4.
Communication15Decision and numerical headline 5; actions with owners and evidence 5; concise response covering all required deliverables 5.

Award method credit after an isolated arithmetic error rather than repeatedly deducting for it. Equivalent account labels and well-supported alternative recommendations are acceptable. Numerical tolerance is 0.01 in the stated units; no universal passing score is prescribed.

Common mistakes

Adding the full facility limit to cash; forgetting existing drawings; allowing November collections to fund October; ignoring draw caps.

Staged hints

Convert EUR payments before the cash schedule. Calculate cash before funding, constrained draw, then cash after funding. Keep remaining availability nonnegative.

Instructor notes

Prerequisites: CFT-02 and scenarios. Suggested use of the estimated 90 minutes: spend roughly 15% on the lesson and smaller example, 55% on the independent task, 20% on comparing approaches and 10% on the decision discussion. Timing is untested. Ask learners to explain why the numerical check is necessary but not sufficient.

For a simpler class, provide the model structure and work through one driver. For an extension, change one operational assumption and require a new reconciliation and recommendation. Verify the new key before distributing any variant. Open files in the intended spreadsheet application before class. Solutions are learning resources, not secure hiring examinations. Expert review remains pending.

Continue this learning path

CFT-01 · Turn Receivables into a Cash Collection Plan

CFT-02 · Build a 13-Week Cash Forecast

AI-assisted synthetic teaching case. Expert review and native Excel / Sheets testing pending.

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