Ross Griffiths leads a team of quantitative risk professionals within the Model Development group at TD Bank, based in Toronto, Canada. His career in banking has focused on development of risk models for market and credit risk until most recently where he has become involved in the growing field quantitative operational risk. Ross holds a PhD in Mathematics from McMaster University.
Various approximations of the total aggregate loss quantile function with application to operational risk
This paper investigates the mechanics of the empirical aggregate loss bootstrap distribution.