Role, inputs, outputs
Liquidity gaps, time bucket by time bucket.
Inputs
Run-off in balances or cash flowsStress scenariosNew business
GAP Insight Coredeterministic engine
Outputs
Liquidity gapsSurvival horizonStress and remediationMulti-currency, by entity and for the groupBridge and multi-bridge between reporting datesAnalysisManagement and custom reporting
Role
Analyse the bank's liquidity position by time bucket, as static, dynamic and stressed gaps, and derive the survival horizon under liquidity stress.
Inputs
- Run-off in outstanding balances or cash flows, provided by the bank or generated by Flow Insight Core
- Stress scenarios
- Liquidity buffer
- New business, for the dynamic view
Outputs
- Liquidity gaps by time bucket and by scenario
- Survival horizon under stress
- Average life of the balance sheet
- Bridge between reporting dates, with drill-down by item
- Management reports and custom reports
Analysis
- Profile of the liquidity position and its tipping points
- Control of the gaps against the bank's limits
- Explanation of the change between two reporting dates: ageing of the stock, asset-side production, liability-side production
- Preset and configurable analysis routines
Conversational access
Query the gaps in natural language.
A one-sentence request: RIALTO builds the indicator from the balance-sheet items, computes it by time bucket and returns it as a chart, with the data used.
- Static, dynamic or scenario gaps, by currency and by entity
- Free queries on the data: ratios and indicators built on demand, deposit-to-loan for instance
- Explanation of a gap or of a change between reporting dates, item by item
I want the deposit-to-loan ratio
RIALTO · Kernel
Customer deposits / Customer loans, by time bucket.
Customer deposits / Customer loans (%)
gaps_liquidite
Illustrative example · fictitious data
Stress and remediation
From the run-off stress to the target survival horizon.
- Quick stress in conversation: an outflow described in one sentence (“20% run-off of sight deposits at 1 year”) and the gaps are recomputed immediately.
- Remediation: after the stress, the bank sets a target survival horizon. RIALTO spreads the effort across the selected items, within the set bounds.
Stress configuration
Reusable scenarios.
- Shock by item and by time bucket, in % or in amount.
- One-off or cumulative run-off.
- Static or dynamic view.
- Scenarios named, saved and replayed in conversation.
Target metGAP survival horizon · cumulative target · central scenario · 159 evaluations
Configuration H0
0.6 months
Target T
12.0 months
Achieved
12.0 months
Gap
−0.03 d
Remediation grid · 12.0-month horizon (9M-1Y bucket)
GAP after remediationConfiguration GAP
Item
M0-M1
1M-3M
3M-6M
6M-9M
9M-1Y
4 chosen items
fixed
fixed
–
–
–
3 items to adjust
→ proposed
→ proposed
→ proposed
→ proposed
→ proposed
ⓘ How was this figure found?
Illustrative example · fictitious data
ILAAP
Contribution to the ILAAP
Survival horizon, stress and remediation for the ILAAP (internal liquidity adequacy assessment process).
Functional scope
Business and regulatory coverage.
Liquidity gapsStatic and dynamic viewsStress scenariosSurvival horizonQuick stress in conversationStress configurationRemediationBridge between reporting datesDrill-down by itemAverage lifeManagement reportsAnalysis routinesReverse stress testing
Time bucket
the liquidity position, bucket by bucket
Stress
the survival horizon under stress
Remediation
the items to vary to reach a target horizon
Item
bridge and drill-down to the item
See RIALTO reason over your numbers.
We simulate a full analysis with your data types and the scenario of your choice.