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We quantify, analyze and optimize business processes and bring competitive advantages. We understand your business better using modern machine learning and statistical analysis of your data. We do risk analysis, profit optimization, business scenarios evaluation, penetration and attrition rates analysis using wide possibilities hidden in the data.

SEMINAR CYCLE: FOUR SEMINARS COMING UP IN EARLY 2019

Zveme Vás na jarní cyklus odborných seminářů, na kterých bychom s Vámi rádi sdíleli své zkušenosti a poznatky nejen z oblasti řízení rizik.

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NEW WEBSITE LAUNCHED

We are pleased to announce the launch of our newly revamped website. The new website features a modern simplified design and improved functionality. Our aim is to transparently present our services and capabilities of our constantly growing expert team.

DEFAULT GUIDELINES ISSUED BY EBA IN FORCE SINCE 2021

The guidelines EBA/GL/2016/07 provides the harmonized definition of default for banks and financial institutions. The guidelines cover the past due criterion, indications of unlikeliness to pay, external data applications, criteria for the return to a non-defaulted status and other areas. These regulatory requirements will be in force since January 1, 2021.

CREDITAS BANK LAUNCHES THE FIRST CZECH MULTI-BANK APPLICATION

Creditas Bank launches Richee, the first Czech multi-bank application which combines the accounts of all banks.

WE SUPPORT CONNECTION WITH UNIVERSITIES BY LECTURING

Credit risk – University of Economics, Prague
Sampling Theory – Faculty of Mathematics and Physics, Charles University
Data exploration – Faculty of Mathematics and Physics, Charles University

WE HAVE ATTENDED THE 10TH WORLD CONGRESS OF THE BACHELIER FINANCE SOCIETY

The 10th World Congress of the Bachelier Finance Society was held at Trinity College Dublin, July 16-20, 2018. We presented papers „A Bayesian Approach to Backtest Overfitting“ and „Estimation of SVJD Models with Bayesian Methods and Power-Variation Estimators“

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RISK CONSULTING IN BANKING AND FINANCE

We realize projects in the area of credit, market, and operational risk management. Our rich experiences cover both modelling of risk components, optimization of credit approval and collection processes, and implementation of regulatory requirements to reflect needs and capabilities of banks and financial institutions.

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BIG WORLD, BIG DATA, STRONG ANALYSIS

Under the current fast development of quantifiable daily growing datasets there is enormous need for systematic analytical approach and tools covering both size and dynamics. Cloud computational power enables to use effectively AI, machine learning and statistical tools that were not possible five years ago. We bring modern and systematic way how to reveal significant improvements for your processes.

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PROFIT AND BUSINESS PROCESSES OPTIMIZATION

Many practical issues can be effectively handled by mathematical optimization, statistical and/or big data analyses, neural network models and other advanced methods. We offer our expert knowledge in the fields of applied mathematics, statistics and computer science.

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FROM SCRATCH TO AUTOMATED IT SOLUTIONS

Our Quantitative Approach is based on data organization, analysis and even final automated solutions. Composing bricks of data setup, analysis and IT architecture we can tune up our solution from quick win to overall systematic setups including software applications.

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IDEAS

We possess over 12 years of valuable experience. To see some interesting projects that we already completed or any general information about which services we offer to our clients, please click here.

RESEARCH

All of our employees have a strong academic background. Quantitative Consulting supports and occasionally finances the research of our employees. To search through our publications please click here.

CLIENTS

Our clients

  • Leading banks in the Czech Republic, Slovak Republic, Hungary, Slovenia and other countries
  • Leaders in consumer loan market in CR, SR, Russia and other countries
  • Power-producing leader in the Czech Republic
  • Leading publishing house in the Czech Republic
  • Universities and educational institutions

Implemented projects

  • Scoring models for all client segments
  • Credit methodology complex solutions
  • Basel II implementation support – PD, LGD, and CF models
  • Complex audits and validations of BASEL II and IFRS 9 methodologies
  • Audit and optimization of approval processes and fraud identifications
  • Credit derivatives optimization
  • Training and advisory activities