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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.

CENTRAL BANK MONITORING I/2023

Some of the central banks monitored continued to raise interest rates to combat high inflation, while others did not change their rates at recent meetings. During March, several central banks reacted to the problems of some banks and to increased tensions in financial markets. The Spotlight focuses on the actions of the Ukrainian central bank in the midst of war.

EBA LAUNCHES 2023 EU-WIDE STRESS TEST

The European Banking Authority (EBA) launched today the 2023 EU-wide stress test and released the macroeconomic scenarios. This year’s EU-wide stress test 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 FOR THE THIRD QUARTER OF 2022

Aggregate Common Equity Tier 1 ratio down to 14.74% in third quarter of 2022. Aggregated annualised return on equity stable at 7.55%. Aggregate non-performing loans ratio (excluding cash balances) fell further to 2.29%, down from 2.35% in previous quarter, while loans showing significant increase in credit risk (stage 2 loans) continued to grow slightly, standing at 9.79%. Read the full article here.

SCORING DEVELOPMENT APPLICATION – R SHINY

This application is a simple yet effective tool for creating scoring models from initial univariate data analysis to basic validation of the resulting model. The range of methods and tools implemented has been deliberately simplified for this demonstration. If desired, additional functionalities and mathematical methods can be added to ensure that the application meets the needs and methodological requirements of users. The application is programmed in the freely available programming language R and the user interface is implemented in the Shiny framework.

UPCOMING WORKSHOP

We have prepared a new seminar Machine Learning and Data Visualization in R with Applications in Finance for you. During 2 days you will have the opportunity to learn the basics of Machine Learning and learn the R programming language. For more info click here.

UNEXPECTED LOSS ESTIMATION – R SHINY

Simple application which demonstrates one of the possible variants of implementing mathematical models in practice, which does not require large financial costs. The mathematical model (in this case it is a basic model for calculating unexpected risk based on the CreditMetrics methodology) is programmed in the freely available programming language R and the user interface is implemented in the Shiny framework. These globally used software tools allow easy implementation of very complex mathematical models and graphically advanced user interfaces.

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

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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