Miss Elizabeth Larkin
T: +44 (0)118 378 8239
Biography
Elizabeth obtained a Masters degree from the ICMA Centre in 2007 in International Securities, Investment and Banking. Previously, she had worked in the banking industry in South Africa after graduating from the University of the Witwatersrand with a BSc in Mathematics and Economics and an Honours degree in Advanced Mathematics of Finance. She has also worked in the insurance industry in the UK as part of a team lobbying for Solvency II at the Association of British Insurers (ABI).
She is currently working towards a PhD under the supervision of Dr Jacques Pézier on methods of aggregating and allocating capital to incentivise business areas for both banks and insurers, taking into account areas of difference and similarity. Of particular interest are the areas of market risk, credit risk and operational risk.

