Mikhail Pomazanov
National Research University Higher School of Economics
Mikhail Pomazanov graduated from the Faculty of Physics of Lomonosov Moscow State University in 1995, earning a Ph.D. in mathematics and physical science. Since 2000m his field of interest has been closely linked to financial technologies. From 2003-2005 he was Senior Financial Engineer EGAR Technology Inc., a leading researcher in the field of credit risk and a leading developer of tools to analyze and manage credit risk, many of which have been successfully implemented in the analytical modules and being used in banking practice.
Prior to joining the company EGAR Technology Inc. he was researcher at the Institute for Applied Mathematics RAS (1994-2000), lecturer of mathematics in Faculty of Physics of Moscow State University (1995-2005). He is the author of more than 50 scientific papers in physics and financial risks, which were published in the leading Russian and International journals. He is author of 2 monographies about Financial and Credit Risk Management.
From 2005-2018 he was Director of Credit Risk Management in Bank Zenit, Russia, and since 2007 has been an associated professor at the National Research University Higher School of Economics. Moscow.
Follow Mikhail
Articles by Mikhail Pomazanov
Statistically distinguishable rating scales
The author suggests a means to design a statistically distinguishable rating scale that is not excessive in relation to the existing observation statistics, allowing for more stable validation.