Flow Insight Core
RIALTO's balance sheet projection engine. Contract by contract, it calculates principal run-off, interest and funds transfer pricing (FTP), based on contractual maturities, customer behaviour and new business assumptions. In a static, constant or dynamic balance sheet view, its projections feed interest rate, liquidity and margin analyses, on the scope specific to each.
The cash flow engine: cash flows, interest and funds transfer pricing under one governance.
Project the balance sheet, contract by contract, on a foundation shared by every ALM analysis.
Starting from the balance sheet at the reporting date, Flow Insight Core generates the run-off of each contract: contractual or central schedules in business as usual, customer behaviour (non-maturity deposits, prepayments…), then the selected stresses.
The balance sheet is projected in a static, constant or dynamic view, with the associated renewal or new business assumptions. This projection determines principal and interest cash flows, actuarial FTP and commercial margin at contract level. Interest rate, liquidity and margin measures thus rest on the same base: results reconcile across modules and remain traceable to the assumptions that produced them.
The bank's contractual data, on and off balance sheet, and behavioural models calibrated by Quant ALM or provided by the model teams.
This foundation is completed by new business assumptions, at constant balance sheet or according to budget, reference curves for floating rates, FTP and discounting, as well as interest rate shock and liquidity stress scenarios.
Detailed output by contract: outstanding principal, principal and interest cash flows, balances, FTP and commercial margin, in contractual, central or stressed views.
Aggregating these results yields liquidity, rate, FX and index gaps, as well as EVE (economic value of equity) and NII (net interest income) under rate shocks. These results feed the IRRBB, GAP, LCR and ALMM modules directly.
Flow Insight Core fits into the bank's ALM set-up: it generates the run-off from the contracts, or RIALTO uses the cash flows the institution already produces.
Either way, the bank keeps control of its assumptions, as close as possible to its products, its data and its customers' observed behaviour.
Fast, exact, reproducible.
An engine built on the latest computing technologies and methods, to process very large volumes of input contracts.
Same data, same parameters, same figures, down to the last digit.
Every indicator traces back to the cash flows that make it up.
What the module covers.
On and off balance sheet, derivatives included. Fixed, floating, hybrid, multi-rate and inflation-linked rates.
Contractual amortisation and customer behaviour: non-maturity deposits, savings, prepayments and drawdowns…
Static, constant or dynamic balance sheet. New business according to renewal assumptions or the bank’s budget.
Regulatory or custom interest rate shocks and liquidity stress scenarios.
Liquidity, rate, FX and index gaps. Actuarial FTP and commercial margin by contract.
Multi-currency and multi-entity coverage, on a configurable maturity grid. Versioned assumptions and results detailed down to the contract.
One request, every view of the balance sheet.
Describe your scenario in natural language: Flow Insight Core runs the calculation, combining customer behaviour, new business, interest rate shocks and liquidity stress, on the maturity grid of your choice.
Every answer states the assumptions used. The calculated cash flows feed IRRBB, GAP, LCR and ALMM directly.
See RIALTO reason over your numbers.
We simulate a full analysis with your data types and the scenario of your choice.