About
I have expertise in following areas
- FRTB Implementation (SA & IMA)
- IBOR transformation
- Basel IV Implementation for Market Risk
- VAR, Stressed VAR, Stress Test, ES, Marginal & Component VARs, Scenario Approach
- SA approach for Counter party Credit Risk
- Initial Margin Calculation (SIMM)
- Market Risk Limits
- Derivative Product Valuation
Experience
Tell us about your professional experience
Education
Where did you complete your basic education from?
Skills
Creativity / Innovation
Derivative (Finance)
Financial Modelling
Quantitative Research
Credit Analysis
Accomplishments
Projects
Relationship between Twitter Data and Stock Price
Completion Date : Dec 2014
Relationship between Twitter Data and Stock Price
Languages
English
About
I have expertise in following areas
- FRTB Implementation (SA & IMA)
- IBOR transformation
- Basel IV Implementation for Market Risk
- VAR, Stressed VAR, Stress Test, ES, Marginal & Component VARs, Scenario Approach
- SA approach for Counter party Credit Risk
- Initial Margin Calculation (SIMM)
- Market Risk Limits
- Derivative Product Valuation
Reviews