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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.

DEAN’S AWARD AGAIN FOR OUR UNIQUE COLLEAGUE

Our talented colleague Petra Tomanová won the competition of the Dean of the Faculty of Informatics and Statistics at the University of Economics for the year 2021. Her publication Dynamic Score-Driven Models won in the category of the doctoral thesis. She also won 2nd place for the paper Clustering of arrivals in queueing systems: autoregressive conditional duration approach in the doctoral student theses category. Congratulations on her incredible success!

NEW RESEARCH PAPER MODELING PRICE CLUSTERING IN HIGH-FREQUANCY PRICES

A recently published research paper by Vladimír Holý and our colleague Petra Tomanová analyzes the price clustering phenomenom. For more details download the full paper from our research section.

BASEL COMMITTEE FINALISES PRINCIPLES ON CLIMATE-RELATED FINANCIAL RISKS, PROGRESSES WORK ON SPECIFYING CRYPTOASSETS‘ PRUDENTIAL TREATMENT AND AGREES ON WAY FORWARD FOR THE G-SIB ASSESSMENT METHODOLOGY REVIEW

Basel Committee finalises principles for effective management and supervision of climate-related financial risks. Progresses work on specifying cryptoasset prudential treatment and issuing a second consultation paper. Finalises review of the treatment of cross-border exposures within the European Banking Union on the G-SIB methodology. For more information click here.

REPORT ON FINANCIAL MARKET SUPERVISION IN 2021

The Czech National Bank issued its annual Report on Financial Market Supervision. The report contains an overview of information on the financial sector for 2021 and the most important supervisory and regulatory measures during this period.

ECB PUBLISHES SUPERVISORY BANKING STATISTICS FOR THE FOURTH QUARTER OF 2021

Aggregate Common Equity Tier 1 ratio remained stable at 15.48% in fourth quarter of 2021. Aggregated annualised return on equity decreased to 6.72%. Aggregate non-performing loans ratio fell further to 2.06%, with stock of non-performing loans declining to €374 billion. Share of loans that show a significant increase in credit risk (stage 2 loans) slightly up in fourth quarter at 9.14%, but still below level recorded one year ago (9.27%). Read the full article here.

CZECH REPUBLIC MTBO SPRINT CHAMPIONSHIP

Our colleague Kateřina Nováková claimed gold in Czech Republic MTBO Sprint Championship in Kutná Hora. Thanks to this incredible victory she is now also nominated for the European MTBO Championship in Lithuania. Congratulations! Czech television made an interesting documentary where you can also see her ride.

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 – SHINY APPLICATION

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.

For more information look here.

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.

For more information look here.

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.

For more information look here.

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