I have an extensive knowledge in the Risk management field aware of Market Risk Models like VaR, Monte-Carlo, Stress test, Neural networks, Credit Risk models (Portfolio models of credit loss) like KMV, Altman, Credit Risk+ (By Credit Suisse), CreditMetrics (By JP Morgan), Operation Risk Models like loss model approach, LDA, Internal measurement approach etc.
Also, Best practices with BASEL-1 & BASEL-2 Accord.
Specialties: Risk Management (Certification in Risk Management/PRMIA)
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