Stress Testing Credit Risk: The Great Depression Scenario
|Date||27 January 2010|
|Venue||ICMA Centre, Room G03/04|
Following his MSc in Finance in 1996, also from Birkbeck, he worked as an Economist at the Bank of England, until June 2000 as a member of the Research Group in the Regulatory Policy Division. His research interests are in bank regulation, credit risk and market risk measurment and management and intermediation.