Ahmet Perilioglu

Ahmet Perilioglu is a financial engineer for IBM Risk Analytics, London. He has many years of experience designing and implementing risk management solutions globally. Prior to that, he worked as a risk manager in financial institutions including HSBC Asset Management and Akbank. He holds a Ph.D. and M.Sc. in financial engineering, B.A. in economics and is a certified financial risk manager from GARP.

Articles by Ahmet Perilioglu

Original research

A risk-sensitive approach for stressed transition probability matrixes

In this paper, the authors outline a simulation-based methodology for the generation of stressed transition probability matrixes under the structural credit risk framework.

05 Feb 2018

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here