/ http://www.slideshare.net/images/logo.gif / ºÝºÝߣShare feed for ºÝºÝߣshows by User: ErhanSahinMSc https://cdn.slidesharecdn.com/profile-photo-ErhanSahinMSc-48x48.jpg?cb=1690530876 •Senior Quantitative Risk Analyst with experience more than 12 years, working on highly complex financial technology projects gained mainly in the Front Office (front-to-back) and Risk Management space. •Expertise in Credit Derivatives: CDO, Basket Swaps, CSO, CDS, TRS, Asset Swaps, MBS-ABS, Correlation Modelling •Expertise in XVA Modelling CVA—DVA—FVA—MVA--KVA Calculations. •Expertise in PFE—EE—EPE—EEPE—WWR / RWR Calculations. Exposure and Collateral Management •Expertise in CCAR, Initial Margin, SIMM, Dynamic IM, Stressed Leverage Ratio, Country Risk Framework, Stesstesting •Expertise in FRTB: VaR/ SVaR, ES, RNIV, IRC-DRC, Monte Carlo Simulation, Historical Simulation, P&L Decomposition... http://www.riskreversal.net