Journal of Risk Model Validation Editorial Board
Steve Satchell - University of Cambridge
Moawia Alghalith - The University of the West Indies
Mohan Bhatia - Oracle Financial Services Consulting
Stefan Blochwitz - Deutsche Bundesbank
J. L. Breeden - Prescient Models LLC
Wei Chen - SAS Institute Inc.
George Christodoulakis - Manchester Business School
Klaus Duellmann - Deutsche Bundesbank
Douglas Dwyer - Moody's Analytics
Christopher C. Finger - MSCI, Risk Metrics
David Li - GE Capital
Christian Meyer - DZ BANK AG
Peter Miu - McMaster University
Bogie Ozdemir - Sun Life Financial Group
Peter Quell - DZ BANK AG
Daniel Rosch - University of Hannover
Harald Scheule - University of Technology, Sydney
Roger Stein - Moody's Investors Service
Lyn Thomas - University of Southampton
Erik Winands - Rabobank Netherlands & University of Amsterdam
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Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
This report covers the specific technologies required for firms to improve their ORM processes.
The global financial crisis has created much excitement over counterparty credit risk (CCR) and, in recognition of this, banks have been improving their practices around CCR.
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