Value at Risk (VaR) is an integrated solution developed by QUANTOS in the frame of the company’s activities in the financial and banking sector. The solution covers all the required estimates for a portfolio (stocks, bonds, derivatives, positions of customers).
QUANTOS has developed a comprehensive and flexible system for the monitoring of the credit risk by financial organizations. This system is based on the production of monitoring reports on a regular basis. The reports include tables, graphs, results of statistical analysis and significant findings.
The ICB – Revolving Credit application aims at optimizing the customers’ credit limits. This is achieved by an assessment of their transactional patterns through statistical modelling (behavioral scoring). The data for the models include loan application and transactional data.
The Credit Scoring solution is a model-based decision system for the classification of customers as creditworthy or not. The solution assigns to each customer a probability of defaulting, translated into a score. The total score of a customer is decomposed into components, each connected to a particular characteristic (e.g. age, profession, income range, etc. for persons or analogous data for business entities). The outcome of the process is the construction of a scorecard which the organization can use to check and accept or reject applicants.