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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.

AUSSIE & KIWI FILM FEST, 10 – 14 DECEMBER, 2021

We are proud partner of the Aussie & Kiwi Film Fest. The 8th edition of the festival showcases contemporary Australian, New Zealand and Pacific cinema and culture, introducing audiences to the sunny culture and laid-back lifestyle. The whole event opens with a unique exhibition Aboriginal ART in Prague.

A NEW BOOK BY OUR COLLEAGUES COMING OUT

A new book R Language and Creating Graphs by our colleagues Petr Veselý and Kateřina Nováková has just been published. The book introduces you to the R programming language and its basic tools and graphical possibilities. The book also includes a number of examples showing how to create 2D and 3D graphs and other special graphs.

EBA UPDATES RISK ASSESSMENT INDICATORS

The European Banking Authority (EBA) published an updated list of indicators for risk assessment and risk analysis tools, together with the accompanying methodological guide. Without adding any reporting burden neither on reporting institutions nor on competent authorities, this guidance describes how risk indicators are computed in EBA publications and allows competent authorities and users of EBA data to interpret key bank figures in a consistent fashion when conducting their risk assessments and analyses.

ECB PUBLISHES SUPERVISORY BANKING STATISTICS FOR THE SECOND QUARTER OF 2021

Aggregate Common Equity Tier 1 ratio stood at 15.60% in second quarter of 2021. Aggregate non-performing loans ratio fell further to 2.32%, with stock of non-performing loans declining to €422 billion. Aggregated annualised return on equity stood at 6.92%. The aggregate loan-to-deposit ratio decreased further to 104.74% in second quarter of 2021.

Read the full article here.

THE EBA PUBLISHES ITS REGULAR MONITORING REPORT ON BASEL III FULL IMPLEMENTATION IN THE EU

The European Banking Authority (EBA) published its regular monitoring Report of the full implementation, in 2028, of the final Basel III reforms in the EU. According to this assessment, the full Basel III implementation would result in an average increase of 13.7% on the current Tier 1 minimum required capital of EU banks. To comply with the new framework, EU banks would need EUR 3.1 billion of additional Tier 1 capital. The overall impact reflects the economic impact of the Covid-19 pandemic on participating banks that materialised up to December 2020, the reference date of this Report.

SUPERVISORY STRESS TESTS OF SELECTED BANKS 2021

The aggregate results of supervisory stress tests of domestic banks subject to CNB supervision confirmed their sufficient resilience to possible hypothetical adverse economic developments.

THESIS DYNAMIC SCORE-DRIVEN MODELS WAS SUCCESSFULLY DEFENDED

Our talented colleague Petra Tomanová defended a very complex and unique dissertation at the University of Economics.

WORLD MTB ORIENTEERING CHAMPIONSHIPS

Finland hosted the World Mountainbike Orienteering Championships in Kuortane on June 10 – 18, 2021 in which our colleague Kateřina Nováková participated. She finished 15th in the sprint, 17th in the middle distance and 5th in the relay. Congratulations!

UPCOMING WORKSHOPS

Looking for professional training organised directly in your office? You can choose your perfect day and time yourself. Just check our offer of events here.

WE SUPPORT CONNECTION WITH UNIVERSITIES BY LECTURING

Credit Risk, Financial Derivatives, Quantitative Investments – University of Economics
Sampling Theory, Data Exploration, Derivatives – Faculty of Mathematics and Physics, Charles University

Stay up to date with news and announcements from our experts. Register here.

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