Produce, simulate, explain, defend.
From data to committee.
A new technology, breaking with existing tools. RIALTO Kernel industrialises metrics production, regulatory and management reporting, analysis and simulation, for ALM and bank risk, all the way to ICAAP (internal capital adequacy assessment process) and ILAAP (internal liquidity adequacy assessment process). Deterministic, auditable calculation engines, orchestrated by specialised AI agents that explain every result in natural language.
| Largest movements · items | 30/06/2024 | 30/09/2024 | Variation | NSFR weight |
|---|---|---|---|---|
| ASF from retail deposits › | 37,224.2 M€ | 37,577.9 M€ | +353.8 M€ | +0.66 pt |
| ASF from financial customers and central banks › | 14,689.8 M€ | 14,415.1 M€ | -274.7 M€ | -0.51 pt |
| ASF from other non-financial customers (excl. central banks) › | 9,611.6 M€ | 9,703.0 M€ | +91.3 M€ | +0.17 pt |
| ASF from own funds items and instruments › | 9,091.2 M€ | 9,177.6 M€ | +86.4 M€ | +0.16 pt |
| ASF from other liabilities › | 480.6 M€ | 485.2 M€ | +4.6 M€ | +0.01 pt |
| Other (1) | 381.2 M€ | 384.8 M€ | +3.6 M€ | +0.01 pt |
| Total · ASF | 71,478.6 M€ | 71,743.6 M€ | +265.0 M€ | +0.49 pt |
| Largest movements · items | 30/06/2024 | 30/09/2024 | Variation | NSFR weight |
|---|---|---|---|---|
| RSF from loans › | 47,370.6 M€ | 47,820.8 M€ | +450.2 M€ | -1.11 pt |
| RSF from other assets › | 2,797.2 M€ | 2,823.8 M€ | +26.6 M€ | -0.07 pt |
| RSF from liquid assets › | 2,020.8 M€ | 2,040.0 M€ | +19.2 M€ | -0.05 pt |
| RSF from securities other than liquid assets › | 730.0 M€ | 736.9 M€ | +6.9 M€ | -0.02 pt |
| RSF from off-balance-sheet items › | 496.1 M€ | 500.8 M€ | +4.7 M€ | -0.01 pt |
| Other (2) | 298.5 M€ | 301.3 M€ | +2.8 M€ | -0.01 pt |
| Total · RSF | 53,713.2 M€ | 54,223.7 M€ | +510.5 M€ | -1.26 pt |
One platform, four functions.
Every function can also be driven in conversation: ask for a calculation, a report, an analysis or a simulation in natural language, and RIALTO runs it and explains it.
Interest rate, liquidity and solvency metrics, computed by deterministic engines, exactly reproducible.
Regulatory reporting automation, for regulatory and management reports: each report is generated from the results and linked to its date, scope and assumptions.
Breakdown of changes between reporting dates, explorable bridges, analysis routines, committee-ready commentary.
Shocks, stresses, reverse stress tests and assumption changes, set up in a menu or described in the conversation.
Banks do not have an expertise problem.
Brilliant teams. Sophisticated models. Mastered regulations. Expertise stops working as soon as it has to be industrialised.
The expertise of a consultancy. The discipline of a software vendor.
A technology that breaks with existing tools to industrialise ALM and banking risk chains, from production to reporting, analysis and simulation, and reduce operational risk, in support of asset liability management and balance sheet management.
Calculations get automated. Analysis remains largely manual.
Your expertise, codified in a platform your teams steer, built by ALM and bank risk practitioners who encoded their own, versioned and auditable.
A controlled chain
Automate the production of indicators and reports from the available data. Deterministic calculations, traceable processing and reproducible results.
Reusable expertise
Translate expert analytical reasoning into specialised business routines. Break down changes, identify contributing factors and structure the commentary.
Living analysis
Query results in natural language and deepen a question as the analysis unfolds. Vary assumptions, simulate scenarios and measure their impacts.
A modular ALM and risk platform, tailored to the bank's needs.
The bank selects all or some modules, with an entry level suited to its existing systems. Seven metrics engines, two upstream engines, one foundation, for the full ALM and banking risk scope.
IRRBB Insight Core
Interest rate risk in the banking book: EVE (economic value of equity), NII (net interest income) and sensitivities; scenarios, contribution analysis, bridges and ITS reporting.
View module →CSRBB Insight Core
Credit spread risk in the banking book: shock calibration, EVE and NII sensitivities under spread changes, explanation and reporting.
View module →GAP Insight Core
Balance sheet schedules and mismatches: rate and liquidity gaps, static, dynamic, stressed and combined views, survival horizons.
View module →LCR Insight Core
Short-term liquidity: ratio production, component analysis, security-level simulation, multi-bridge between reporting dates and reporting.
View module →NSFR Insight Core
Funding stability: ratio calculation, analysis of available and required stable funding, bridges between reporting dates and reporting.
View module →ALMM Insight Core
Additional liquidity monitoring: additional metrics, including the Contractual Maturity Ladder, analyses and regulatory outputs, on the same basis as the LCR (liquidity coverage ratio) and NSFR (net stable funding ratio).
View module →Flow Insight Core
Cash flow engine: contractual and behavioural cash flows, interest projection and funds transfer pricing (FTP), in contractual, central or stressed view.
View module →Quant ALM Insight Core
Calibration of behavioural models (sight deposits, regulated savings, prepayments, customer options) made dynamic for simulation.
View module →Solvency Insight Core
Own funds by tier, credit, market and operational RWA (risk-weighted assets), ratios against minima, leverage ratio and large exposures, stress, projection and reporting; ICAAP components in the normative perspective.
View module →Kernel: the analytical core
Orchestrates engines and modules, links calculations to analyses and ensures traceability of data, assumptions and processing.
View module →ICAAP and ILAAP: internal assessments that are produced, explained and defensible.
RIALTO feeds the components of both internal assessments. ICAAP: IRRBB (interest rate risk in the banking book), stressed projections of capital metrics, projection of solvency ratios in the normative perspective, stress and reverse stress tests. ILAAP: gaps, survival horizon, liquidity stress, stressed LCR and NSFR projection. Every figure stays traced, every assumption documented.
From raw data to a defensible decision.
A single workflow orchestrated by the Kernel. The engines compute, the AI orchestrates and explains: it never improvises a figure.
Ingestion
Intelligent ETL chain or flat files, as the bank chooses: business-validated mapping, detection of missing data.
Computation
Deterministic, versioned and auditable financial calculations, on a common accounting source.
Reporting
Management and regulatory reports, by jurisdiction (ECB, ACPR, NBB, CSSF, Bank Al-Maghrib, BCEAO, COBAC…), linked to date, scope and assumptions.
Analysis and simulation
Query results in natural language, break down changes, simulate shocks, stresses and reverse stress tests. Every figure stays traced.
Time freed up, finer analyses.
Days of analysis in seconds
×1,000: production, reporting, analysis and simulation, days reduced to a few seconds, once the data is loaded and validated. Less manual preparation, more time for decisions.
Better-explained results
Break down changes, identify contributors and prepare structured commentary for committees.
Industrialised chains, reduced operational risk
ALM and risk chains are industrialised: reproducible calculations, tracked assumptions, built-in controls. Fewer errors, reworks and manual processing: operational risk goes down.
No black box.
From raw data to the delivered file, each step retains its parameters, timestamp and results. Every operation identified, parameterised and timestamped; exactly reproducible result.
Learn moreSecurity and analytical sovereignty.
Your data, models and analyses in an environment you control.
Host
AI and calculations deployable on-premise, in the bank's private cloud or hosted by RIALTO. Layer isolation, encryption and control of external exchanges.
Govern
Role-based access, action logging, tracking of versions and assumptions, processing validation and vulnerability monitoring.
Evolve
The bank's models are retained, analysis routines are configurable by the teams. Skills transfer and reversibility defined in the project.
Frequently asked
See RIALTO reason over your numbers.
We simulate a full analysis with your data types and the scenario of your choice.