Wednesday, September 30, 2015 — 1:00 PM EDT
A Career Adventure in Risk Analytics: How to turn Big Data into Big Money
David Jepson, Director of Risk Analysis & Reporting at Manulife Bank, will outline his career evolution from a student in Operations Research & Statistics at the University of Waterloo to Director of Risk Management at Manulife, and everything in between. There will be particular focus on two key experiences:
The Last Line of Defense: Basel II Expected Credit Loss Models (Probability of Default, Exposure at Default, and Loss Given Default) & Risk-Weighted Assets (RWA)
Thursday, September 24, 2015 — 4:00 PM EDT
Constrained maximum likelihood estimation for model calibration using summary-level information from external big data sources.
Thursday, September 17, 2015 — 4:00 PM EDT
Detection, attribution and extreme climate and weather events
