JOP 9 4 authors

The Journal of Operational Risk

Volume 9, Issue 4

 

Daniele Previati

Daniele Previati is a full professor in Financial Markets and Institutions at the Department of Management of the University of Rome III, and professor at SDA Business School, Bocconi University, Milan. He has been teaching Banking and Finance topics for more than 30 years, with particular focus on bank management, strategy and organization in financial services industry, e-finance. His main research interests relate to various perspectives on bank management: human resources management, intellectual capital, organizational change, stakeholder management, reputation and reputational risk, operational risk. He has published widely, in academic journals and books. He also acted as a consultant for banks and Italian Central Bank on organization design and human resources management.

 

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Giuseppe Galloppo

Giuseppe Galloppo, Ph.D Banking and Finance, is assistant professor in financial markets and institutions at Tuscia University in Viterbo and research fellows at Ceis Foundations, School of Economics, Tor Vergata University of Rome. He teaches Banking and Finance topics, with particular focus on financial markets and institutions and risk methods. He is a specialist in applying statistical techniques and methods for analyzing financial instruments and portfolio models and for assessing risk profiles of securities and financial assets portfolio.

 

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J.D. Opdyke

J.D. Opdyke is Head of Operational Risk Modeling in the Quantitative Methods Group at GE Capital where he is leading all operational risk modeling and quantification efforts (Basel II/III AMA (LDA) capital estimation, CCAR, and all related modeling (e.g. ECap) and reporting). J.D.'s empirical risk analytics work spans operational risk, credit risk, market risk, and model risk. His previous clients have included some of the largest banks and credit card firms globally where he has tackled numerous "big data" challenges and increased speeds of computationally intensive econometric and statistical models by orders of magnitude using SAS®. J.D.'s publications have earned multiple awards and span statistical/econometric modeling of VaR-based capital estimation, number theory/combinatorics, statistical finance, applied and computational statistics, and applied econometrics. Most recently he has been invited to present his work at the American Bankers Association Operational Risk Forum, the Operational Risk Exchange Analytics Forum, and OpRisk North America. J.D. earned his undergraduate degree, with honors, from Yale University, his Master's degree from Harvard University where he was a Kennedy Fellow and a Social Policy Research Fellow, and he has completed post-graduate statistics work as an Advanced Study Program Fellow in the graduate mathematics department at MIT.

 

 

 

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K.V.N.M. Ramesh

K.V.N.M. Ramesh is currently a senior technical lead at HCL Technologies Ltd, Bangalore - 560100, India. His research interests include, among others, Credit, Market and Operational Risk Modeling based Solutions to Banking Industry; Data mining, Machine Learning Methodologies and Applications, and IT applications of Financial and Actuarial Systems. He published various research papers in the area of option pricing and Value-at-Risk. He has more than 10 years of experience in research and industry. He worked in various product based companies and investment banks developing pricing models and VaR calculation methodologies using MonteCarlo Simulation. He is a keynote speaker at a national conference conducted by Vignan Lara Institute of Technology and Science.

 

 

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V. Sree Hari Rao

V. Sree Hari Rao is currently the Director and Principal Research Scientist at the Foundation for Scientific Research and Technological Innovation, Hyderabad - 500 035, India (www.Researchfoundation.in/vshrao.html). His research interests include, among others, Ordinary and Partial Differential Equations, Dynamical Systems, and Optimization; Operational Risk Modeling based Solutions to Banking Industry; Predictive Mathematical Modeling in Biology, Medicine, and Engineering; Neural Networks, Data mining, and Machine Learning Methodologies and Applications, and IT applications of Financial, Actuarial, and Health Care Management Systems. He is a Fellow of the National Academy of Sciences (India), Institution of Electronics and Telecommunications Engineers of India(IETE), and Forum D'Analystes. He is both the current and founding Editor-in-Chief of Differential Equations and Dynamical Systems, an international journal published by Springer. He is on the editorial boards of several other international journals in science, engineering, and medicine. He has more than 35 years of experience in research and teaching. He has published over 110 research papers covering modelling and dynamics aspects of various real world problems and has 5 books published by Springer and others. He has participated in more than 100 international conferences delivered invited lectures and key note addresses in many countries in the world. He has been a visiting Professor at several leading Universities and Research Institutions in the USA, Canada, U.K., Australia, Germany, Japan, France, Brazil, Austria, Singapore, South Africa, Turkey, Czech Republic, Slovakia, and Colombia.

   

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