QUANTOS having the necessary know-how has applied it successfully in the banking and finance sector. The measurement and monitoring of credit and market risk withe the use of the best worldwide methodologies is a key requirement in the framework of Basel II. In particular, under the current economic conditions, the need for such reliable and effective solutions is imperative. The Company's portfolio includes a variety of solutions:
- Integrated Value at Risk (VaR) solution for the evaluation of the maximum loss. QUANTOS follows the trends in the rapidly growing Financial Econometrics field 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 System and Score and Risk Monitoring System. The latter complements the former and produces numerous analysis results in tables and charts, allowing dynamic monitoring.
- 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).
- Anti-Money Laundering solution.
- Other solutions in Banking and 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.