Working Capital

Scenario-based stress tests simulate liquidity shocks across varying revenue trajectories, cost structures, and seasonal volatility to identify short-term solvency risks and optimize buffer strategies. Output feeds directly into treasury planning, covenant compliance, and creditworthiness calibration frameworks.

Predictive models ingest historical and real-time data from POS, bookings, events, and macro-trends to generate rolling forecasts. Outputs guide strategic inventory purchases, staffing alignment, and investment pacing tied to demand elasticity and margin preservation.

End-to-end mapping of payables and receivables, including vendor negotiation levers and customer settlement behaviors, enables recalibration of net terms and float utilization—driving working capital release and vendor relationship stabilization across high-churn F&B units.

Forecast-led demand signals are integrated into procurement workflows to reduce shelf-life losses and dead stock. Real-time visibility across SKUs supports reordering cadence, menu engineering, and cash conversion cycle compression within dynamic operating environments.

Analysis of customer-level payment patterns, aging buckets, and credit exposure identifies actionable recovery paths and automated escalation protocols. Enables selective factoring or discounting to unlock immediate cash without structural balance sheet deterioration.

Structured assessment of vendor concentration, pricing variances, and supply chain redundancy across categories enables renegotiation or consolidation. Ties directly to cost-to-serve metrics and cash release potential within core and non-core input clusters.

Real-time decision matrices assess ROI across maintenance, growth, and turnaround capex projects. Tied to macroeconomic forecasts, this allows deferral or acceleration of investment based on working capital velocity and operational leverage thresholds.

Optimization of credit lines, overdrafts, and revolvers based on updated earnings predictability, balance sheet flexibility, and collateral coverage. Includes renegotiation strategies with banking partners tied to internal liquidity forecasting protocols.

Tracks location-level burn rates against breakeven thresholds to generate early warning triggers for cash hemorrhage. Supports closure decisions, workforce resizing, or promotional pricing interventions on a time-sensitive basis across struggling units.