Purushottam Karna,FRM
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Personal Information
Location
Bangalore , Karnataka IndiaOccupation
Financial Risk Management : Investment BankingIndustry
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.