Personal Information
Organization / Workplace
Paris Area, France France
Occupation
Professor, University Paris 1 Panthéon-Sorbonne
Industry
Education
Website
http://laurent.jeanpaul.free.fr/
About
Professor of finance (Univ. Paris 1 Panthéon - Sorbonne) focused on quantitative risk modeling (IR and credit), OTC and cleared derivatives (XVA) and prudential regulation (FRTB, Basel III). Thirty years being involved in the academic community, leading quantitative research teams, extensively publishing in academic and professional journals and as a financial expert/scientific consultant within the industry.
Tags
ewma
regulation
basel iii
frtb
financial risk
backtesting
benchmarking
internal models
market risk
value at risk
volatility
historical simulation
frtb market risk basel committee
var
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