JCR 10 1 authors

The Journal of Credit Risk

Volume 10, Issue 1


Katarzyna (Kasia) Bijak

Kasia obtained an MSc in Quantitative Methods and Information Systems from the Warsaw School of Economics in 2004. She subsequently started working in banking industry: first in a leading bank and then in a credit reference agency, where she developed application, behavioural, credit bureau and propensity scoring models. In 2009 she moved to the UK to pursue a PhD programme in the School of Management at the University of Southampton. Kasia was awarded her PhD in 2013 for a thesis on selected modelling problems in credit scoring: segmentation, modelling Loss Given Default (LGD) and affordability assessment. In 2013 she took up the post of Lecturer in Management Science in the Southampton Management School. Her research interests focus on applying quantitative methods in consumer credit modelling. In particular, she is interested in the applications of statistical methods (including Bayesian inference), data mining, artificial intelligence, stochastic processes and econometrics in credit scoring.




Lyn Thomas

Lyn Thomas is Professor of Management Science at the University of Southampton, having previously held academic posts at the Universities of Manchester and Edinburgh in the UK and the Naval Postgraduate School in the US. His interests are in applying Operational Research and statistical ideas and techniques in the financial area and for three decades he has concentrated on the area of credit scoring. He founded the Credit Research Centre at the University of Edinburgh and was one of the principal investigators for the Quantitative Financial Risk Management Centre based at Southampton and Edinburgh Universities and Imperial College London. He has co-authored three books in the area, including Credit Scoring and its Applications and Readings in Credit Scoring and authored Consumer Credit Models: Pricing, Profit and Portfolios which was published in 2009. He has been the plenary speaker at risk conferences on five continents and has acted as a consultant to a number of international banks and consumer lending organisations. He is a Fellow of the Royal Society of Edinburgh, a Past President of the Operational Research Society and the author of over 200 articles and books. These have led to him being awarded the Beale Medal in 2008 by the Operational Research Society for his sustained contribution to credit scoring research and practice.




Ignacio Ruiz

Ignacio Ruiz provides independent consulting services and training in Quantitative Risk, with special focus in CVA, FVA and XVA. Ignacio has a proven track record at designing risk methodologies, building risk analytics frameworks and managing projects to completion in tier-1 investment banks.

Previous to establishing himself independently, he was the head strategist for Counterparty Risk exposure measurement at Credit Suisse, and the head of Equity Risk Methodology at BNP Paribas. He holds a PhD in nano physics from Cambridge University. More information at www.iruizconsulting.com