Your behavioural models, industrialised and versioned.
Behavioural modelling: calibration of the quantitative models (stochastic and statistical) that feed the cash-flow engine and the other modules: non-maturity deposits, regulated savings, prepayments, customer options…
Inputs: historical data, quantitative models. Outputs: calibrated run-off models and behavioural parameters, documented and versioned, subject to validation by the bank's teams.
Model variants on demand, compared with the validated model, impact measured across the whole chain.
The models remain the bank's: the platform industrialises calibration, variabilisation and documentation; it does not replace internal governance with its own method.
A model library is also available.
Contribution to the ICAAP and ILAAP
Consistent cash flows and models for both assessments.
ALM and risk.
Calibrate a model, read the fit.
A prepayment model can be calibrated straight from the chat. RIALTO fits the model on the dataset, compares the modelled rate with the observed rate and publishes the model. The run-off module then applies it to each contract, with its client rate and the reference rate.
See RIALTO reason over your numbers.
We simulate a full analysis with your data types and the scenario of your choice.