Paweł Kopciuszewski

Paweł Kopciuszewski holds a PhD in mathematics, specializing in statistical mathematics. His professional experience is concentrated on validation of credit risk models, analytics and data mining projects, consulting (mainly credit risk related), anti-fraud in the banking sector, the telecom sector and consumer finance. He currently holds a senior expert role in ING Tech Poland >> RiskHub Warsaw.

Articles by Paweł Kopciuszewski

Original research

Incorporating small-sample defaults history in loss given default models

This paper proposes a methodology for estimating loss given default (LGD) that accounts for small default sample sizes.

06 Dec 2021

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