Personal Information
Organization / Workplace
United Kingdom United Kingdom
Occupation
Quantitative risk analyst
Industry
Apparel / Fashion
Tags
risk
derivatives
market
commodities
stress test
rwa
eba
pd
basel 2
lgd
credit risk
var
model review
hedging
options
gamma
exotic
trading
barrier
commodi
rate risk
frtb (fundamental review of the trading book).base
es (expected shortfall)
ccar
stress testing
dodd frank
historical/ monte-carlo/ variance-covariance
crm (incremental risk charge)
irc (comprehensive risk measure)
rating scale
gini
var (value-at-risk)
basel iii
capital charge
low default portfolio
basel 3
liquidity
value-at-risk
cva
collateral
scoring
optimization
trading book
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