Genest Benoit

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Based in London In charge of "Global Research & Analytics" Dpt. of Chappuis Halder & Cie UK A risk management & risk modelling professional with 15 years of experience covering market/credit/operational/counterparty /Funding & Liquidity risks, quantitative methods, trade support functions with over 10 years of experience in model validation testing complex pricing models and risk methodologies (Merton Model, Markov Matrix, Logit / Probit, Bayesian networks, Correlation / copulas, Monte Carlo simulation, advanced statistics, Data mining...) .

risk model creditrisk risk management risk weighted function risk basel3 ead expected shortfall value at risk back test modelling basel committee financial services regulatory climate change merton model asrf irba mrm ccf bitcoin lgd ccr counterparty frtb cvar var global research & analytics operational risk catastrophe bond pricing & machine learning data mining big data

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