Predictive models for Polish banks
Design and delivery of predictive analytics and reporting environment for Centrum AMRON (the Association of Polish Banks).
In order to implement the recommendation of the Polish Financial Services Authority (Rekomendacja J) we have created a family of time-series models predicting the value of residential and commercial real estate in a 12 month horizon. Our solution was successfully reviewed by the Financial Services Authority.
Results: Forecasts of the value of real estate collateral are used by major Polish banks, including Pekao S.A., BZ WBK S.A., mBank S.A., ING Bank S.A., Getin Nobel Bank S.A., Millennium Bank S.A., Raiffeisen Polbank S.A., Spółdzielcza Grupa Bankowa.