Olga Streltchenko
Olga Streltchenko is an independent researcher focusing on corporate governance in the face of technology transformation as well as model quality assurance. She led the climate risk quantification function at Canada’s Office of the Superintendent of Financial Institutions (OSFI, the national regulator). Her focus areas are risk governance, modeling, and data science. She holds a Ph.D. in Computer Science from University of Maryland Baltimore County (UMBC) where she built a multi-agents simulation to explore trading dynamics in a derivative securities market. After graduation, Olga joined the financial industry, and worked for the major banks, a pension plan, enterprise risk management technology companies, and Crown corporations, and OSFI.
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Articles by Olga Streltchenko
A methodology to measure the impacts of scenarios through expected credit losses
The authors propose a framework for measuring the impact of scenarios on the expected losses of exposures by leveraging the existing provisioning infrastructure within financial institutions.
Lessons for academic research from model risk management in financial institutions
The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.