RIALTO KERNEL: a closer look at the ALM & IRRBB module

RIALTO KERNEL is an intelligent simulation and reporting engine designed to automate the complex processes of Finance and Risk departments. This presentation shows a concrete use case on the IRRBB perimeter. The IRRBB Insight Core module allows Finance and ALM teams to move beyond the limits of tactical tools (Excel in particular), which are typically prone to repeated reprocessing and time-consuming recalculations.

The solution automates the production of regulatory metrics (EVE, NII, Gaps) and the analysis of variations, while also offering a natural-language interface to query the results. Conceived as a building block within a broader ecosystem, it can complement existing setups or fit into an end-to-end approach that also covers the projection of behavioral run-off. With RIALTO KERNEL, risk management shifts from tactical handling to intelligent, AI-augmented industrialization of calculations and reporting — with guaranteed traceability and full computational power.