Willem Pieters

Willem holds a M.Sc degree in quantitative risk management at the North West University, South Africa. He has more than 10 years of experience in the financial services sector, and is based in Johannesburg, South Africa. Willem is currently a senior manager within the credit risk department within a subsidiary of a leading retail multinational company. Responsibilities include portfolio management, credit risk modelling and regulatory compliance. Connect on LinkedIn: https://www.linkedin.com/in/wihan-pieters-ba047b85/

Articles by Willem Pieters

Original research

A simulation comparison of aggregation periods for estimating correlations within operational loss data

This paper investigates the differences in the values of correlations based on different aggregation periods of time series loss data.

27 Jun 2016