Personal Information
Entreprise/Lieu de travail
United Kingdom United Kingdom
Profession
Quantitative risk analyst
Secteur d’activité
Apparel / Fashion
Mots-clés
risk
market
derivatives
stress test
commodities
pd
basel 2
eba
rwa
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
lgd
credit risk
var
model review
hedging
options
gamma
exotic
trading
barrier
commodi
rate risk
trading book
Tout plus
Présentations
(2)Documents
(5)Personal Information
Entreprise/Lieu de travail
United Kingdom United Kingdom
Profession
Quantitative risk analyst
Secteur d’activité
Apparel / Fashion
Mots-clés
risk
market
derivatives
stress test
commodities
pd
basel 2
eba
rwa
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
lgd
credit risk
var
model review
hedging
options
gamma
exotic
trading
barrier
commodi
rate risk
trading book
Tout plus