Specialties: Quantitative risk and capital methodologies relating to Basel ii & Basel iii accords Economic & Regulatory capital, Stress test, and VaR implementations. PD, LGD and EAD estimations and RWA computation Parametric VaR, Historical VaR, and Monte Carlo VaR

Specialties: Quantitative risk and capital methodologies relating to Basel ii & Basel iii accords Economic & Regulatory capital, Stress test, and VaR implementations. PD, LGD and EAD estimations and RWA computation Parametric VaR, Historical VaR, and Monte Carlo VaRless