Banking Solutions · Risk Management

Unify your banking risk management on a single platform.

Steer ALM, capital, stress testing and credit scoring in one integrated platform, built on proven, auditable risk models your regulators and auditors can trust.

Intervalle Risk RISK PLATFORM Overview ALM Capital Forecasting Stress Test Credit Scoring Reports Settings Data synchronised Real-time · 14:32 Risk overview Group consolidation · as of 30 June 2026 Search a risk, a module… Risk committee SM Sara Malou Risk Analyst CET1 RATIO 14.2% +0.4 pt vs Q1 LCR 132% +6 pts vs Q1 VaR (1D · 99%) €4.8M +€0.3M vs Q1 RWA €3.2bn stable vs Q1 Risk map by business line RETAILCORP.SMEMARKETSTREAS. CreditMarketLiquidityOperational Low Medium High Capital projection (CET1) +0.8 pt / 12 m requirement 10.5% Q1Q2Q3Q4Q5Q6 ALM Interest-rate gap 1-year gap +2.4% Within limit Capital Forecasting CET1 projection target Projected CET1 14.8% Above target Stress Test Scenarios BaseAdverseSevere Adverse CET1 11.2% 3 scenarios Credit Scoring Average PD 2.1% Portfolio PD Average grade A− Under control
Consolidated viewReal-time
Risk modelsProven
Stress testsAutomated
Prudential reportingBasel
An integrated risk platform

The bank's risk, on a single foundation.

Intervalle Risk brings ALM, capital, stress testing and credit scoring together in one platform. The four modules share the same data, the same risk models and the same calculation engine, for a consolidated, consistent view of balance-sheet risk and credit risk alike.

A platform published, deployed and operated by Intervalle, integrated with your core banking system and your data warehouse.

  • ALM — asset-liability management & interest-rate gap
  • Capital Forecasting — capital adequacy
  • Stress Testing — scenarios & VaR
  • Credit Scoring — probability of default & origination
The modules

Four modules, one platform.

Each module opens the same working environment, with a dashboard dedicated to one risk. All are built on the same data, the same models and the same calculation engine.

01

ALM

Asset-liability management of the balance sheet — interest-rate gap, liquidity gap and net interest margin sensitivity, steered within limits.

Asset-liability management ALM · INTEREST-RATE GAP · 30 JUNE 2026 Within limit INTEREST-RATE GAP BY MATURITY (€M) 0 <1M1-3M3-6M6-12M1-2Y>2Y 1-year cumulative gap+2.4% NII sensitivity−1.8%
  • Interest-rate & liquidity gap by maturity
  • Net interest margin sensitivity
  • Limit monitoring & breach alerts
Explore the module
02

Capital Forecasting

Capital forecasting and capital adequacy — CET1 trajectory, RWA and buffers, under regulatory constraint.

Capital forecast CET1 · CAPITAL ADEQUACY Above target CET1 RATIO PROJECTION target 14.5% requirement 10.5% Q1Q2Q3Q4Q5Q6 Projected CET1 (Q6)14.8% Buffer+4.3 pt
  • CET1, Tier 1 and total capital ratio trajectory
  • RWA & capital buffer projection
  • Budget simulations & capital plans
Explore the module
03

Stress Testing

Shock scenarios and VaR — base, adverse and severe — to measure the resilience of capital and ratios under stress.

Stress tests & VaR SCENARIOS · CAPITAL IMPACT 3 scenarios CET1 RATIO BY SCENARIO requirement 10.5% 14.2%11.2%8.9% BaseAdverseSevere VaR (1D · 99%)€4.8M Severe impact−5.3 pt
  • Configurable base, adverse & severe scenarios
  • Value at Risk & market sensitivities
  • Shock impact on capital & ratios
Explore the module
04

Credit Scoring

Credit scoring and probability of default — the portfolio score distribution and average PD, in the service of origination.

Credit scoring & PD SCORE DISTRIBUTION · PORTFOLIO Under control SCORE DISTRIBUTION 300600900 AVERAGE PD 2.1% portfolio Median score712 Average gradeA− 12-month default rate1.8% Files scored48,210
  • Factor-by-factor credit score
  • Probability of default & risk grades
  • Portfolio distribution & monitoring

Module shared with the credit lifecycle — the same scoring engine feeds the origination decision on the credit-risk side.

Explore the module
Partners

Risk models backed by market-leading references.

Risk models, data and methodologies in partnership with Moody's and Avati. A platform published by Intervalle, enriched with proven references for modelling, rating and stress testing.

Moody's Avati
Features

Risk, measured and steered.

From modelling to prudential reporting, complete coverage of balance-sheet risk.

Risk modelling

PD, LGD and EAD models calibrated on your data, governed and documented end to end.

Calculation & aggregation (RWA, VaR)

A single calculation engine for RWA, VaR and group-wide exposure aggregation.

Scenarios & stress testing

Base, adverse and severe shocks applied to the balance sheet, with impact measured on capital and ratios.

Capital forecasting

CET1 and buffer trajectory, projected under regulatory constraint and budget assumptions.

ALM & balance-sheet management

Interest-rate and liquidity gap, net interest margin sensitivity and balance-sheet limit steering.

Prudential reporting (Basel)

Basel regulatory returns, COREP and disclosures generated automatically from the risk foundation.

What the platform delivers

A 360° view of risk.

Faster calculations, complete coverage and better-informed committee decisions.

Consolidated view

Balance-sheet risk and credit risk brought together on a single data foundation.

Accelerated calculations

A shared engine that sharply cuts calculation and reporting times.

Proven models

Risk models that are calibrated, governed and backed by market references.

Automated stress tests

Scenarios replayed on demand, with no re-entry or manual rebuild.

Basel compliance

Aligned, traceable prudential reporting, ready for audit and the regulator.

Informed decisions

A risk committee fed with consistent, up-to-date and shared indicators.

−60%
Indicator calculation time
360°
Risk coverage
100%
Basel compliance
+40%
Faster committee decisions

Indicative orders of magnitude, varying with context and scope.

Our method

From data to decision.

A controlled deployment, from data quality to prudential reporting.

  1. 1

    Data collection & quality

    Feeding the risk foundation from core banking and the data warehouse, with quality controls.

  2. 2

    Modelling

    Calibration and governance of PD, LGD, EAD models and ALM parameters.

  3. 3

    Calculation & scenarios

    RWA and VaR aggregation, capital projection and stress-test execution.

  4. 4

    Decision & reporting

    Reporting to the risk committee and generation of Basel prudential returns.

Use cases

Where the platform makes the difference.

Take Sara Malou, a Risk Analyst preparing the risk committee. In a few clicks she consolidates the prudential ratios — CET1, LCR, RWA — replays an adverse scenario on capital and compares the CET1 projection against the regulatory requirement. The risk map flags the points to watch, the Credit Scoring module confirms a PD under control, and the committee pack is ready, consistent and traceable — with no manual consolidation across four tools.

The banking journey · you are here

Six stages, one common data foundation.

Six stages of the customer lifecycle — from onboarding to collections, through to improving the customer experience — resting on a cross-cutting foundation of automation and data that connects them and improves them continuously.

Automation, Data & AI — cross-cutting foundation
01 · Acquire

Onboard, fully digital

From the first interaction to account opening: smooth, compliant onboarding for individuals and businesses alike.

Learn more

Digital Onboarding

  • eKYC & facial recognition
  • Document verification & sharing
  • Retail & corporate onboarding
  • Electronic signature

Trade finance & domiciliation

  • Income & salary domiciliation
  • Mandate management
  • Approval workflows
  • Tracking & reporting
02 · Operate

The core of the banking system

Accounts, products, cards, accounting and treasury on the Infosys Finacle suite, implemented and operated by our teams.

Learn more

Accounts & products

  • Account opening & management
  • Product management (savings, deposits…)
  • Card issuance & management
  • Accounting management

Treasury & operations

  • Cash management
  • Operations & back-office
  • Configuration & migration
  • Core optimisation & hardening
03 · Pay

Collect and pay, everywhere

Secure, compliant payment journeys: electronic wallet, mobile banking and card switch.

Learn more

Mobile payments & wallet

  • E-Wallet
  • Mobile Banking & Payment
  • Biometric authentication
  • Transfers & QR payments

Card switch

  • Payment Switch
  • Card management & routing
  • Authorisation & clearing
  • PCI DSS compliance
04 · Finance

Credit and risk, end to end

Two dimensions under control: credit risk across the lending cycle, and balance-sheet risk (ALM, capital) steered at bank level.

Risk management steers the balance-sheet risk of this financing stage.

Learn more

Credit lifecycle — credit risk

  • Application & document sharing
  • KYC & PEP screening
  • Credit scoring & origination decision
  • Allocation, disbursement & instalment tracking

Risk Management — balance-sheet risk

  • ALM — asset-liability management
  • Capital forecasting & capital adequacy
  • Stress tests & VaR
  • Prudential reporting (Basel)
05 · Recover

Recover, then manage disputes

In the event of default, our solution automates the collections process — through to litigation management when needed.

Learn more

Collections

  • Segmentation & dunning strategies
  • Automated dunning workflows
  • Multichannel amicable scenarios
  • Payment-promise tracking

Litigation & disputes

  • Escalation to litigation
  • Legal case management
  • Traceability & reporting
  • Recovery-rate steering
06 · Retain

Retain and personalise, through data

Data and automation in the service of the relationship: anticipate churn risk and deliver highly personalised experiences that raise satisfaction and revenue.

Learn more

Retention & anticipation

  • Proactive churn detection
  • Behavioural scoring
  • Next best action & alerts
  • Automated retention journeys

Personalisation & revenue

  • Personalised offers & services
  • Contextual recommendations
  • Targeted cross-sell & up-sell
  • Satisfaction measurement (NPS)

A risk management project?

Request a demo: we walk you through the platform and its four modules — ALM, Capital Forecasting, Stress Testing and Credit Scoring — on your ratios and your scenarios. Leave us your details and an expert will get back to you.