Who are we?
We specialise in data driven decisions. Our focus is on the intersection of financial risk management and data science. We offer products and services to clients across the private and public sector.
Our objective
We believe that proper insight in the risks is at the core of, and conditional for good decision making.
We therefore educate and help our clients to make the decision process easier, more reliable and more transparent.
Our way of work & values
question assumptions
search for main risk drivers
take context into account
iterative goal oriented
focus on details
take ownership
integrity, humbleness
open communication
Our expertise
We have extensive experience in the quantitative estimation and validation of risks. For example, think about the risk on interest, inflation, unemployment, creditspread, investments, equity, property, land development and projects.
We provide quantitative risk analyses, a second opinion or validation of your risks.
We work with clients in both the private and public sector, in financial and non-financial domains.
Our activities
- financial risk management (FRM)
- regulatory market risk (Solvency II, Wtp)
- financial modelling and backtesting
- assessment of investment proposals
- data analytics
- application of AI in financial risk models
- discovery of hidden features of multivariate systems
- reference class forecasting
Our team
If you wish to receive more information or schedule a (video) call please send us aRequest for Information
Products & services
We offer multiple products and services to obtain a proper view of your financial risks. On the product side we offer risk reports, tools, and API cloud services. In addition we offer services such as risk analyses, validation and risk consultancy.
Learn through some examples how data can help you understand the financial risks better and make data driven decisions:
Use Cases
Read more about some of our projects and some aspects that need to be considered in the following articles:
Loan Portfolio Interest Risk
This use case highlights how we can obtain a concrete risk estimate for a loan portfolio that is to be refinanced in the future with the so called ‘Value at Risk’ method and how the certainty level impacts its estimation.
Land Development Risk
The following use case explores how one municipality improves the process of risk measurement on a portfolio of ground exposures by introducing automation and cloud based risk estimates
Project Risk
How would you estimate the investment risk and the risk on the operating result of a project? E.g. a public outdoor swimming facility or an art museum. Let’s explore the risks with a quantitative risk analysis.
Insights
Reference Class Forecasting
Learn about reference class forecasting and its role in predicting expectation and risks. Discover how it improves risk forecasts and project success.
Risk Aversion
Discover the psychology of loss and risk aversion in decision-making. Explore how humans avoid negative impacts and uncertainty.
Interest Rate Risk
Explore the main factors that need to be considered when calculating the refinancing costs.
Model Validation
In this series of articles we analyze the model performance of four interest rate models.
- Solvency II: EU capital requirements for insurance sector
- Wtp: new pension funds regulation in The Netherlands
- BASE method: statistical method, no context dependence
- REGIME-BASED method: context dependent statistical method
Finally, let’s put these models together and select the optimal risk model.
Land price risk in historical context
We analyse historical land prices in the Netherlands and use a context-driven regime-based model to forecast the risk.