The measurement and monitoring of credit and market risk with the use of the state-of-the-art methodologies is a key requirement in the framework of Basel III and the new IFRS 9 standards. Under the current stressful economic conditions, the need for such reliable and effective solutions is imperative. QUANTOS has the necessary know-how and has applied it successfully in the banking and finance sector.
QUANTOS has implemented successfully a variety of solutions for the Greek financial sector.
The company’s portfolio includes a variety of solutions:
- Integrated Value at Risk (VaR) solution, for the evaluation of the maximum portfolio loss. QUANTOS follows the trends in the rapidly growing field of Financial Econometrics and has put together the modern techniques in an open source application. The solution is complete, easy to use and can be customized to cover additional needs.
- Credit Scoring systems for the classification of customers to creditworthiness zones and the construction of credit scorecards.
- Credit Score & Risk Monitoring systems. These solutions complement each other and produce numerous analysis results in tables and charts, allowing dynamic monitoring of risk.
- ICB (Internal Credit Bureau) for the optimization of client credit limits. The methodology is based on the evaluation of client transactions patterns on a regular basis (behavioral scoring).
- Other solutions in Banking & Finance:
– The application of modern methods for the evaluation of bank branches performance (using the commonly accepted Data Envelopment Analysis methodology).
– The application of special data cleansing methodologies, for the standardization of information, the de-duplication, the semi-automatic correction of common typing or spelling mistakes, etc.