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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.

ECB PUBLISHES CONSOLIDATED BANKING DATA FOR END-MARCH 2025

The aggregate of total assets of EU-headquartered credit institutions increased by 1.54%, from €32.62 trillion in March 2024 to €33.13 trillion in March 2025. During the same period, EU credit institutions‘ aggregate non-performing loans ratio increased by 0.03 percentage points year on year to stand at 1.96% in March 2025. EU credit institutions’aggregate return on equity was 2.47% in March 2025 and their Common Equity Tier 1 ratio was 16.34%. Access the full content here.

ECB PUBLISHES SUPERVISORY BANKING STATISTICS ON SIGNIFICANT INSTITUTIONS FOR THE SECOND QUARTER OF 2025

Aggregate Common Equity Tier 1 ratio at 16.12% in second quarter of 2025. Aggregated annualised return on equity at 10.11% in second quarter of 2025. Aggregate non-performing loans ratio (excluding cash balances) at 2.22%. Liquidity coverage ratio at 157.84% in second quarter of 2025. Read the detailed content here.

THE EBA PUBLISHES THE RESULTS OF ITS 2025 EU-WIDE STRESS TEST

The European Banking Authority (EBA) released the results of its 2025 EU-wide stress test involving 64 banks from 17 EU and EEA countries and covering 75% of EU banking sector assets. The results confirm that European banks remain resilient even under a severe hypothetical economic downturn. The simulated scenario involves a sharp deterioration in the global macro-financial environment, driven by a resurgence in geopolitical tensions, entrenched trade fragmentation, including increase in tariffs, and persistent supply shocks. EU banks, despite bearing losses of EUR 547bn, maintain strong capital positions and their capacity to continue supporting the economy.

FINANCIAL STABILITY REPORT – SPRING 2025

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.

BASEL COMMITTEE CONTINUES TO PRIORITISE BASEL III IMPLEMENTATION, PROGRESSES WORK TO STRENGHTEN SUPERVISORY EFFECTIVENESS AND DISCUSSES FINALISATION OF PRINCIPLES ON THIRD-PARTY RISKS

The Basel Committee continues to prioritise the full and consistent implementation of Basel III. Progresses work to strengthen supervisory effectiveness based on the lessons learned from the 2023 banking turmoil. Aims to finalise principles for the sound management of third-party risk in the banking sector by the end of 2025. Continue reading.

MAKING AN IMPACT ON THE WORLD OF MEDICINE

Our colleague Petra Tomanová has published in a globally acclaimed journal JHEP Reports — a proud moment that puts our expertise on the international stage. The article itself on acute liver failure is available 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 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.