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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.

THE EBA LAUNCHES ITS 2025 EU-WIDE STRESS TEST

The European Banking Authority (EBA) launched its 2025 EU-wide stress test and released the macroeconomic scenarios. This year’s exercise is designed to provide valuable input for assessing the resilience of the European banking sector in the current uncertain and changing macroeconomic environment.

ECB PUBLISHES SUPERVISORY BANKING STATISTICS ON SIGNIFICANT INSTITUTIONS FOR THE THIRD QUARTER OF 2024

Aggregate Common Equity Tier 1 ratio at 15.72% in third quarter of 2024. Aggregated annualised return on equity at 10.22% in third quarter of 2024. Aggregate non-performing loans ratio (excluding cash balances) stable at 2.31%. Share of loans showing significant increase in credit risk (stage 2 loans) at 9.67%. Read the detailed content here.

CENTRAL BANK MONITORING IV/2024

The majority of the central banks under review, including the ECB and the US Fed, cut their interest rates in previous period. Several high-level ECB representatives made statements indicating possible shifts in the ECB’s monetary policy strategy. Spotlight focuses on development of central banks’ balance sheets. In selected speech, Bundesbank Vice-President discusses the economic impacts of climate change and the green transition and talks about their implications for central banks. Access the full content here.

FINACIAL STABILITY REPORT – AUTUMN 2024

One of the main CNB’s publications in the area of financial stability and macroprudential policy is published. The Report is the key document for the Bank Board’s meetings on financial stability issues.

JOIN US

Whether you’re a student eager to apply your theoretical knowledge or an experienced professional seeking a new challenge, explore the opportunities we have in store for you. Join our team and unleash your full potential in a stimulating and supportive environment.

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 credit, market, and operational risk management projects. Our rich experiences cover modeling risk components, optimization of credit approval and collection processes, and implementing regulatory requirements to reflect the needs and capabilities of banks and financial institutions. For more information look here.

BIG WORLD, BIG DATA, STRONG ANALYSIS

Under the current fast development of quantifiable daily growing datasets, there is an enormous need for a 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 ways to reveal significant improvements for your processes. For more information look here.

PROFIT AND BUSINESS PROCESSES OPTIMIZATION

Many practical issues can be effectively handled by mathematical optimization, statistical and big data analyses, neural network models, and other advanced methods. We offer our expert knowledge in applied mathematics, statistics and computer science. For more information look here.

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. For more information look here.

IDEAS

We possess over 20 years of valuable experience. Explore our exciting portfolio of completed projects and discover the diverse range of services we offer.

RESEARCH

Our team consists of highly qualified professionals with a solid academic background. Take a look at our extensive collection of publications .

CLIENTS

Our clients

  • Leading banks in the Czech Republic, Slovak Republic, Hungary, Slovenia and other countries
  • Leaders in the consumer loan market around Europe
  • Power-producing leader in the Czech Republic
  • A 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

WE SUPPORT

Quantitative Consulting sponsors several exciting events. We look forward to the positive impact these projects will have and hope to continue our support in the future.

FUNDED BY THE EUROPEAN UNION – NEXT GENERATION EU

The project with the registration number 0461000798 focusing on graphic design has been implemented with the financial support of the European Union – Next Generation EU. The project was realized with the financial participation of the EU through the National Regeneration Plan and the Ministry of Culture of the Czech Republic. The result of this task is the graphic design of a product catalogue, which aims to present the full range of Quantitative Consulting services to our clients.