Post Oak Labs Showcase Nostro Capital Unlock Simulator
Treasury · Liquidity Basel III · LCR AP2 Capital Brief

Model the migration from SWIFT correspondent rails to tokenized A2A settlement — corridor by corridor.

An interactive simulator for multinational treasurers. Select a cross-border corridor, dial in your monthly flow, and watch the trapped working capital release into a waterfall. Compare nostro pre-funding economics against token-settled A2A on the same chart, with FX spread savings benchmarked to current 2026 corridor volatility.

Global Trapped Capital
$27T
McKinsey · 2025 estimate
Avg SWIFT Settlement
T+2.4 days
across 7 corridors modeled
Tokenized A2A Finality
< 10 sec
24 / 7 / 365 settlement
Corridors Loaded
7
incl. USD-COP, EUR-KES
🔒 All inputs are processed locally in your browser. No data is transmitted, stored, or logged. Use synthetic or anonymised figures only.

STEP 01 Select Cross-Border Corridor

Each corridor carries embedded 2026 volatility, SWIFT spread, and tokenized A2A pilot pricing from the FX Hedge Optimizer dataset. Pick a lane to drive the rest of the model.

STEP 02 Dial in Flow Parameters

Monthly corridor flow, average pre-funding days, and pilot scope. Every figure on the page below recomputes live.

Monthly Corridor Flow $50M
$5M$500M
Notional moving through this corridor each month
Avg Pre-Funding Window 3 days
1d7d
Days nostro balance sits idle before settlement clears
Cost of Capital 5.25%
2%12%
Internal hurdle rate for trapped working capital
Pilot Migration Scope 25% of flow
5%100%
Share of corridor flow shifted to tokenized A2A in the pilot
Settlement Model
T+0 unlocks full nostro float; T+1 retains ~30% net settlement balance
Trapped Capital · Status Quo
Nostro pre-funding × days/30
Capital Unlocked · Post-Migration
of trapped capital released
FX Spread Savings · Annual
vs SWIFT corridor mid-spread
Total Annual P&L Lift
Float yield + fee + FX savings

STEP 03 Trapped Capital Rescue · Waterfall

Starting from the nostro balance you pre-fund today, watch each component of the migration peel capital back to the corporate balance sheet.

Capital Rescue Waterfall —
From locked nostro to liberated cash
Anchor Release Net residual Delta value

STEP 04 Rail Comparison · SWIFT vs Tokenized A2A

Same flow, same corridor, same period — modeled across legacy correspondent banking and a tokenized A2A pilot.

SWIFT Correspondent
Legacy nostro / vostro
As-Is
Settlement window
Pre-funded balance
Wire + correspondent fees
FX spread cost
Annual float carry cost
Annual rail cost
Tokenized A2A
Direct, atomic, 24/7
To-Be · Pilot
Settlement window
Pre-funded balance
Network + token fees
FX spread cost
Annual float carry cost
Annual rail cost

STEP 05 FX Spread · 2026 Volatility Benchmarks

Per Tool 76's corridor dataset. Tokenized A2A compresses the FX spread by netting the conversion onto a single book — the chart below shows where the squeeze comes from.

Spread compression · all-in bps
SWIFT correspondentBank-quoted + wholesale margin
— bps
Fintech aggregatorMid-market + 80–100bps markup
— bps
Tokenized A2AProgrammable PvP · netted conversion
— bps

Spread bars scaled to the SWIFT baseline for the selected corridor. Bps shown are all-in (mid-to-bid + fee load).

Corridor volatility · 2026
—%
Annualized —
Stable
USD/AED · 1.2%
G10
USD/EUR · 8.2%
EM Asia
USD/INR · 7.5%
LatAm
USD/COP · 13.8%
Africa
EUR/KES · 15.2%
Frontier
USD/BRL · 14.5%

Source · embedded 2026 corridor dataset (Tool 76)

STEP 06 Export Capital Brief

Download a versioned mandate for the current model state. Schema: @ainumbers.co/capital-brief-v1. Validated against AP2 v1.0 before download. Markdown summary also available.

Capital Brief · validated against AP2 v1.0 schema
How this simulator computes

Trapped capital · Monthly corridor flow × (pre-funding days ÷ 30). This sits in the nostro / vostro account at the correspondent and earns nothing for the corporate.

Capital release · T+0 atomic settlement unlocks ~95% of the nostro float; T+1 net settlement releases ~70%. The residual is a working buffer for retries and exceptions.

FX spread savings · (SWIFT spread bps − Token spread bps) × annual corridor flow at pilot scope. Spread vintages are 2026 corridor-level all-in marks.

Annual P&L lift · Released capital × cost-of-capital + (SWIFT fees − A2A fees) + FX spread savings. Annualized at 12× monthly cadence.

⬡ Illustrative simulation · figures synthesised from public 2026 corridor benchmarks · not a substitute for live treasury pricing

Payments & Treasury

Migrating rails or unlocking trapped capital?

ISO 20022 cutover, A2A migration, FX netting, nostro optimization and real-time fraud — built in production, not slideware. Let's map your move.

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Post Oak Labs · production deployments in the Caribbean & South Asia · works with a limited number of institutions at a time