Bespoke Client Solutions

Quantic Risk Solutions can provide tailored solutions for the specifics of each bank

  • Challenge: “One-size-fits-all” approach or even regulatory benchmarks lead to prohibitive cost items
  • Our solution: Parameter customisation to fit bank’s internal structures, portfolios and application requirements, based on customers’ data or data from external vendors.
  • Advantage of Quantic Risk Solutions Approach: We support banks in deriving tailored parameter sets for their portfolios. Differentiated by counterparty composition, geographic distribution and in particular risk profile of the bank’s portfolios and business strategies. This approach allows for statistically reliable data and methodologies. Hence avoiding over-conservative methods based on scarce data typically leads to significant reduction of capital and provision estimates. Full backtesting of our approaches and documentation of relevant statistics are part of our service offering.