Liesl van Biljon
Standard Bank Group
Liesl van Biljon is a Quantitative Analyst within the Risk function at the Standard Bank Group based in Johannesburg, South Africa. She specialises in risk model development and maintenance, and particularly operational risk capital models and more recently the validation of credit risk models. She holds a post-graduate degree in Statistics.
Articles by Liesl van Biljon
Quantification of the estimation risk inherent in loss distribution approach models
In this paper, the authors contribute to the measurement of model risk by focusing on the quantification of estimation risk.
A practical maturity assessment method for model risk management in banks
This paper proposes a qualitative method to assess the maturity of model risk management practices within banks.