Today’s financial ecosystem remains highly complex and fragmented. For Treasury teams, this can mean cash and collateral are visible at group level, while remaining unavailable or difficult to mobilise precisely where an obligation falls due. As a result, financial institutions maintain liquidity buffers not only against underlying economic risk, but also against operational uncertainty created by settlement timing, market fragmentation and asset inaccessibility.

In our latest Executive Briefing, Tonic explores how targeted digital asset usage could reduce the operational component within today’s liquidity buffers - without changing the underlying economic risks those buffers are designed to protect against.

Using Atlas Bank, an illustrative internationally active bank, Tonic’s analysis models:
‍30%
Approximate reduction in liquidity buffer

‍$5.2bn
Illustrative liquidity released

Under the scenarios modelled, Atlas Bank’s required liquidity buffer reduces from $17.0bn to $11.8bn.

The analysis reflects a mature digital asset adoption scenario, broadly illustrative of a 2029–2031 horizon, rather than an estimate of immediately realisable savings.

That wording remains very faithful to the briefing: Atlas is described as illustrative, the 30% result is explicitly modelled, and the paper itself stresses the 2029–2031 mature-adoption assumption.  

The Executive Briefing examines where liquidity becomes constrained within today’s operating model, where targeted digital asset use cases could make a measurable difference, and the practical considerations firms need to address when assessing the opportunity.

Complete the form below to access the full Executive Briefing and explore our analysis, framework, illustrative case study and implementation considerations.