Mark Rubtsov

Mark Rubtsov

Mark Rubtsov is director of validation services at Credit Analytics Benelux. Previously, he was a chief model risk analyst at Nordea Bank Abp, Oslo, and before that, a senior advisor in the IRB unit at the Norwegian Financial Supervisory Authority. He is a co-author of a number of academic publications in mathematics and finance. Mark holds a PhD in financial mathematics from the University of Oslo, and an MSc Finance degree from Ulm University. His research interests include probability of default model development and validation.

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Articles by Mark Rubtsov

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