How accurate is the forecast given how irregular FO cash flows are?

Distributions and capital calls are the noisy half. The model surfaces the expected range with explicit uncertainty, not point estimates pretending to be certain. Where the variance is high (early-stage VC vintages, opportunistic real-estate distributions), the alert thresholds widen so the controller isn't drowning in false positives.

What data does the model need?

Three to five years of monthly cash-flow history across the family's entities — sourced from the Multi-Entity Consolidation Platform if deployed, or a one-time backfill if not. Plus capital-call schedules from the GPs (where committed but not called), and household-spend forecasts the CFO maintains.

What does the 60-day alert actually look like?

Weekly summary email to the CFO and treasury lead: liquidity position 60 days forward, projected shortfalls (if any) with the contributing capital calls and outflows, projected excesses with the contributing distributions. Color-graded by confidence. Drill-through to the source obligations.

Can it recommend cash deployments?

It surfaces excesses with documented duration estimates. The deployment decision (sweep to money-market, deploy to T-bills, reserve for upcoming call) stays with the treasury team. We don't want this product to drift into investment-advice territory.

Scoped to entity count and the depth of macro-signal integration. Discovery call covers both.

§ Product

Liquidity & Cash Forecasting Engine

A liquidity forecasting model trained on the family's inflow and outflow patterns plus macro signals (Fed rates, sector benchmarks for investment distributions) — surfaces predicted shortfalls and excesses 60 days ahead with the driving factors documented.

Engagement: 8–12 week build · quarterly model refresh
Built for: CFOs · Treasury leads · Operations directors

Book a 30-minute call →See the suite

§ Problem

Family-office liquidity management is part forecasting and part scrambling — capital calls land with 10 days' notice, distributions arrive on uncertain schedules, household and property outflows are recurring but rarely modeled. Idle cash sits in checking; tight months catch the treasury team by surprise.

What this is

A forecasting layer for family-wide liquidity. Three components:

Inflow model. Distribution forecasting per GP relationship (committed vs. uncommitted, vintage-based likelihood, manager-specific cadence), expected returns on direct holdings, recurring income.
Outflow model. Committed capital calls (with vintage-based call-rate priors for the uncalled commitment base), tax obligations (federal and state estimated payments per entity), household and property recurring spend, planned philanthropic distributions.
Reconciliation and alerts. Net position projected weekly across the 60-day window. Alerts fire when projected position crosses CFO-configured thresholds.

How it's built

Statsmodels for the time-series baseline, PyMC for the Bayesian commitment-modeling (where small samples and strong priors meet), LightGBM for the non-linear household-spend modeling. Integrates with the Multi-Entity Consolidation Platform for the historical data layer.

What you get

The forecasting model with documented assumptions and uncertainty bands.
The weekly alert summary to the CFO and treasury lead.
The committed-but-uncalled commitment tracker with vintage-anchored call-rate priors.
Quarterly model refresh — retrained on the new data, recalibrated against the prior quarter's actual.
Documented methodology for the CFO's auditor.

§ How we engage

Engagement is shape, not list.

Length and price are functions of the data and the destination. The shape below is the typical engagement.

Length: 8–12 week build · quarterly model refresh
Lead: Bogdan
Cadence: Async, weekly
Bar: Production

§ Related

Products this composes with.

Same suite, or vertical-specialized versions in another.

§ Questions

What buyers ask about this one.

How accurate is the forecast given how irregular FO cash flows are?
Distributions and capital calls are the noisy half. The model surfaces the expected range with explicit uncertainty, not point estimates pretending to be certain. Where the variance is high (early-stage VC vintages, opportunistic real-estate distributions), the alert thresholds widen so the controller isn't drowning in false positives.
What data does the model need?
Three to five years of monthly cash-flow history across the family's entities — sourced from the Multi-Entity Consolidation Platform if deployed, or a one-time backfill if not. Plus capital-call schedules from the GPs (where committed but not called), and household-spend forecasts the CFO maintains.
What does the 60-day alert actually look like?
Weekly summary email to the CFO and treasury lead: liquidity position 60 days forward, projected shortfalls (if any) with the contributing capital calls and outflows, projected excesses with the contributing distributions. Color-graded by confidence. Drill-through to the source obligations.
Can it recommend cash deployments?
It surfaces excesses with documented duration estimates. The deployment decision (sweep to money-market, deploy to T-bills, reserve for upcoming call) stays with the treasury team. We don't want this product to drift into investment-advice territory.
Pricing?
Scoped to entity count and the depth of macro-signal integration. Discovery call covers both.

§ The next step

If the deliverable matches the gap, the next step is one call.

We'll scope length and price against your data and the operation it integrates with. No retainer, no fishing.

Book a 30-minute call →← Back to Family Office Suite

Bogdan and team · async-first · OP—2026