Regulatory Alert RBI's final ECL direction mandates forward-looking expected credit loss provisioning — effective April 1, 2027. Is your institution ready?
Quantara Banking Intelligence Platform

A unified AI platform for banking risk, provisioning & capital intelligence

Quantara Labs connects portfolio data, risk models, macroeconomic assumptions, scenario engines, and AI insights into one governed decision platform for modern banks.

The decision layer above core banking, risk, and finance systems — transforming fragmented data into forward-looking intelligence for every level of leadership.

Platform Overview

The decision layer above core banking, risk, and finance systems

Banks already have core banking systems, loan systems, data warehouses, regulatory reporting platforms, and spreadsheets. But decision-makers often lack a unified layer that can answer the critical questions that shape strategy and capital.

"What is our expected credit loss under different scenarios?"

"Which portfolios are driving incremental provisions this quarter?"

"What is the impact on capital adequacy under adverse conditions?"

"How should capital be allocated optimally across business units?"

Quantara Labs acts as the AI-powered decision layer that transforms fragmented banking data into forward-looking intelligence. Start with Excel uploads. Scale into enterprise data pipelines. All within a governed, auditable platform.

Platform Modules

Seven integrated modules. One platform.

Each module is independently valuable and deeply integrated — so banks can start where the pressure is greatest and expand as capabilities mature.

01
Data Ingestion Layer

Connect portfolio, customer, collateral, repayment, delinquency, rating, and macroeconomic data from any source your bank already uses.

  • Excel and CSV uploads with structured templates
  • Secure API-based integration with core systems
  • Batch data loads and scheduled extracts
  • Intelligent field mapping and data validation
  • Data quality checks with exception reports
  • Reconciliation against source system totals
02
Risk Modelling Layer

Configure and manage credit risk assumptions with full traceability. Risk teams retain control over every parameter.

  • PD model configuration by product and segment
  • LGD assumption management with collateral logic
  • EAD calculation rules and credit conversion factors
  • Stage classification rules (DPD, rating, restructuring)
  • Rating and score mapping to internal frameworks
  • Collateral haircut logic and sector mapping
  • Management overlay with approval governance
03
ECL Calculation Engine

Calculate expected credit loss across multiple portfolios, segments, and scenarios with full auditability.

ECL = PD × LGD × EAD
  • Account-level, segment-level and product-level ECL
  • Stage-wise ECL disaggregation (Stage 1, 2, 3)
  • Baseline and stressed ECL side-by-side
  • Month-on-month and quarter-on-quarter movement
  • Provision delta reporting vs current provisions
  • Multiple scenario runs with comparison outputs
04
Scenario Analysis Engine

Run scenario and sensitivity simulations across credit portfolios using configurable macroeconomic variables.

  • GDP slowdown and interest rate increase scenarios
  • MSME deterioration and retail borrower stress
  • Real estate price correction and sector downgrade
  • Rural stress, gold price movement, vehicle finance stress
  • Regional concentration and collateral value decline
  • Combined multi-variable macroeconomic stress
  • Baseline / Adverse / Severe comparison outputs
05
Capital Impact Layer

Convert provisioning movement into capital and strategic planning intelligence for senior decision-makers.

  • Provisioning impact on P&L and profitability
  • Capital adequacy ratio sensitivity view
  • CET1 impact simulation under stress
  • Capital buffer requirement estimation
  • Portfolio-level capital drag analysis
  • Risk-adjusted portfolio comparison across units
06
Quantara Risk Co-Pilot (AI Layer)

Enable senior users to ask natural-language questions over risk and capital data and receive bank-specific, traceable intelligence.

"Which portfolio has the highest ECL increase this quarter?"

"What is the provision impact under adverse MSME stress?"

"Which assumptions are driving the model output change?"

"Prepare a CFO summary for this scenario run."

07
Reporting & Governance Layer

Generate outputs designed for leadership, internal governance, regulatory readiness, and board-level discussions.

  • Board summary packs and CRO / CFO dashboards
  • Provision impact and scenario comparison reports
  • Assumption register and model run audit log
  • User activity and approval workflow history
  • Export to Excel, PDF, and PowerPoint-ready formats
  • API outputs for downstream system integration
Platform Differentiators

Why Quantara Labs is different

01
Built around banking workflows

The platform is designed for real bank operating teams — Risk, Finance, Treasury, Compliance, and CXO users — not abstract AI demonstrations built for general enterprise buyers.

02
Configurable, not hard-coded

Risk teams can manage assumptions, scenarios, thresholds, stage rules, and management overlays directly. No dependency on vendor support for parameter changes.

03
Fast start, deep scale

Start with portfolio uploads. Get your first ECL view in days. Expand progressively into enterprise data pipelines, API integrations, and advanced AI capabilities.

04
Boardroom-ready outputs

Outputs are designed for CFO, CRO, ALCO, Risk Committee, and Board-level discussions — not just internal analyst dashboards. Every number explainable and traceable.

See It in Action

See the Quantara platform working on your portfolio

We'll walk through a live ECL impact assessment using sample portfolio data in under 30 minutes.

Request Platform Demo → View Technical Architecture