C Louiza
7 SlideShares 3 Followers 16 Followings
Personal Information
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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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Presentations

(2)

Risk Management in 2015

10 years ago • 677 Views

How to deal with Stress-testing today...

10 years ago • 1022 Views

Documents

(5)
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CH&Cie - Fundamental Review of the Trading Book

10 years ago • 895 Views

Ch & Cie GRA - Risk management in exotic derivatives trading

10 years ago • 873 Views

Ch cie gra - stress-test-diffusion-model-and-scoring-performance

10 years ago • 491 Views

A whole Risk models whitepaper

10 years ago • 457 Views

CH&CO - VaR methodology whitepaper - 2015

10 years ago • 664 Views
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
See more