Purushottam Karna,FRM
3 SlideShares 88 Followers 85 Followings
Personal Information
Organization / Workplace
Bangalore , Karnataka India
Occupation
Financial Risk Management : Investment Banking
Industry
Finance / Banking / Insurance
About
Experience in regulatory reporting & risk management in Banking Industry. IRB,CE,IMM models. Credit Risk Modeling (EL/UL/CVaR), Counter party Credit Risk(EE,EEPE,EAD,CVA,DVA) Market Risk(VaR,ES,Sensitivities across asset classes & Portfolio strategies: Rate,Equities,Credit,Commodities,Derivatives,FX) Waterfall modelling of RMBS,CMBS, CDO cashflow.
Contact Details
Tags
major research project on npa management research on basel iii: new banking regulation
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Latest Most Popular

capital management and stress test

sarojkdas • 8 years ago

Capital Adequacy Stress Tests: Pre-Provision Net Revenue and Scenario Design

CRISIL Limited • 10 years ago

Jacobs stress testing_aug13_8-15-13_v4

Michael Jacobs, Jr. • 10 years ago

Research on Basel 3 :New paradigm of Risk Management

Purushottam Karna,FRM • 12 years ago