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 VaR
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