Services

We offer wide range of high quality services. Please do not hesitate to call us or contact us via email to get detailed description of our services or of our company. To contact us please click here.

For a sample of finished projects please look at the bottom of this page.

Risk Consulting

Scoring Models

  • Application and behavioral scoring
  • (Advanced) model development and validation
  • Reject Inference approaches
  • Cut-off setting using Cost of Error weighting

Basel II Economic Capital

  • PD, LGD and EAD models methodology
  • Time series analysis with economic downturn assessment
  • Methods dealing with incomplete observations (LGD)
  • PIT x TTC rating (variable scalar approach)

Advanced Methodology for LGD Modeling

  • Cost allocation +Data implied Discount rate determination
  • Modeling techniques for partial Recovery rate observations
  • Downturn portfolio LGD

Value at Risk Models

  • Parametric and nonparametric VaR and CVaR models
  • Advanced (e.g. GARCH) correlation and volatility estimations
  • EVT (Extreme value theory) VaR implementation

Valuation of Derivatives

  • Valuation and risk quantification of portfolios of plain vanilla forwards, options, or swaps
  • Advanced stochastic modeling and exotic derivatives valuation

Capital Optimization

  • Basel II market and operational risk capital calculation
  • Standardized or VaR based approach
  • Stress Testing and Economic Capital Allocation

Our Added Value

  • Development, calibration, and validation of powerful rating and scoring systems
  • Loss given default and conversion factor estimations
  • Higher efficiency of the recovery processes
  • Compliance with the Basle II requirements
  • Credit risk portfolio modeling and economic capital allocation
  • Database solutions and process workflow support
  • Risk reporting on portfolio and single transaction base
  • Monitoring and measuring of market risk exposures of your operations
  • Calculation of market value of derivatives
  • Optimal structured finance operations
  • Sophisticated hedging with derivative products
  • Efficient market and operational risk management tools and systems
  • Optimization of Basel II capital requirements
  • Flexible risk reporting and stress testing

IT Services

Credit Rating System

  • (Web based) Application for storing and management of financial statements
  • Supported by database structure
  • Process of client level rating assignment, definition of user roles (analyst, client manager)

Recovery Management System

  • Definition of particular recovery processes
  • Storage of realized actions on account, direct and indirect costs
  • Support of recovery process analysis and optimization
  • Data export for LGD modeling

Tailor Made Software

  • We offer software development on demand and our own software products. We have very competent team with extensive know-how in the area of software applications development and software solutions development

Our Added Value

  • Database solutions
  • Custom made software

Finances and Investment

Optimal Portfolio Allocation

  • Expected return versus risk optimization
  • Algorithmic trading strategies analysis, design, and implementation
  • Bayesian approach to asset allocation

Performance Measurement and Risk Reporting

  • Definition of key performance indicators, benchmarks, and risk measures
  • Implementation of automatic reporting systems and monitoring processes

Cash Flow Optimization

  • Proposal of optimal cash flow structure, financing, and financial asset management
  • Analysis and hedging of balance sheet foreign exchange, interest rate, and liquidity risks

Our Added Value

  • Optimal allocation of financial assets incl. reliable measurement of their return and risk profile
  • Selection of best investment instruments
  • Selection of portfolio managers and supervision of adherence to investment strategies
  • Maximization of yields through pooling structures
  • Proposal of financing alternatives based on clients needs

Case Studies

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Process Optimization

Process Optimization

process optimization

A general description of analysis and optimization of particular management process, e.g. process of recovery management of defaulted receivables, customer relationship management system, loan underwriting process, etc. We give general review of statistical methods to evaluate individual parts of such process and principals to measure and manage efficiency of it.

01.01.2013