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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.

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.

BANKS MUST SHARPEN THEIR FOCUS ON CLIMATE RISK, ECB SUPERVISORY STRESS TEST SHOWS

The results of the European Central Bank (ECB) climate risk stress test show that banks do not yet sufficiently incorporate climate risk into their stress-testing frameworks and internal models, despite some progress made since 2020. For more info click here.

CENTRAL BANK MONITORING

The Czech National Bank published its regular quarterly Publication of the Monetary Policy and Fiscal Analysis Department covers important monetary policy events in major foreign central banks. Actual Spotlight focuses on housing markets and their links with monetary policy. In the Selected Speech, member of the Fed’s Board of Governors Ch. Waller reflects on the implication of the conflicting data from the US economy.

 

EBA LAUNCHES DISCUSSION ON 2023 EU-WIDE STRESS TEST METHODOLOGY

The European Banking Authority (EBA) published its 2023 EU-wide stress test draft methodology, templates and template guidance, which will be discussed with the industry. The methodology covers all risk areas and builds on the one prepared for the 2021 EU wide stress test.

ECB PUBLISHES SUPERVISORY BANKING STATISTICS FOR THE FIRST QUARTER OF 2022

Aggregate Common Equity Tier 1 ratio decreased slightly to 14.98% in first quarter of 2022. Aggregated annualised return on equity down to 5.98% in first quarter of 2022. Aggregate non-performing loans ratio fell further to 1.95%, while loans that show a significant increase in credit risk (stage 2 loans) continued to grow, standing at 9.28%. Read the full article here.

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.

WE STAND WITH THE PEOPLE OF UKRAINE

We are deeply affected by what is happening now in Ukraine and we condemn the military invasion. That is why we have supported the Memory of Nations collection to help Ukraine.

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