The team
Treasury Toolbox is built by someone who spent years on the other side of the table. The structures it values are the structures he priced, quoted and traded.
Treasury Toolbox is built by Thibault Baquet, a former quantitative analyst and a trader specialized in interest rate derivatives and structured products.
Those years were spent on the bank side. Building the pricing models. Quoting the structures. Sitting across the table from treasuries negotiating the very instruments this platform now values, and knowing, on every one of them, exactly where the margin was.
That is an uncomfortable amount of knowledge to have about an asymmetry, and it is the reason this platform exists. A public entity or a corporate treasury has every right to price its own debt, see its own risk, and walk into a negotiation knowing the number. None of that requires a bank’s permission. It only requires the right tools.
The margins the Toolbox makes visible are margins he used to price.
Every design decision traces back to that experience.
Nothing you cannot reproduce
Valuations run on QuantLib, an open-source engine used across the industry. A number you cannot reproduce is a number you cannot defend, to a bank or to an auditor.
The margin, made visible
Structured products hide their economics in plain sight. Seeing the embedded margin is not an exotic feature here; it is the point, and it comes from knowing where to look.
Built for your side of the table
Trading desks have had this caliber of tooling for decades. The Toolbox puts the same rigor where the exposure actually sits, with the governance a public mandate demands.
Talk to the person who built it.
No sales team, no handover, no account manager reading from a script. When you book a session you get the person who wrote the pricing logic.