Free Download PDF A Guide to Behavioural Modelling
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directly building models for several banking groups, and is a speaker on
training courses for bank professionals and university masters on financial
risk management behavioural modelling. She holds an MS and a BS in
finance and economics from the University of Bologna.
Bogusz Stankiewicz holds an expert role in the field of statistic and analysis
in retail banking at mBank, and has over 10 years’ experience in data. His
career has focused on data and its management, and he has developed data
warehouses that help to prepare more advanced models in fields such as
credit scoring, propensity to buy, client segmentation and offer management.
He has a focus on statistical knowledge and experience to deal with problems
around business strategy and creation of customer value (hypothesis testing
and inference).
Roberto Virreira works as Risk Director for State Street in London. He
previously redesigned the IRRBB framework at Standard Chartered Group,
and was also in charge of Group HSBC IRRBB reporting and IRRBB stresstest
methodologies. Before that, Roberto was head of ALM and BSM with
Bank of America, and worked in consulting projects and senior roles in
treasury and finance for several other global and regional banking
organisations. He participated in the review, discussion and feedback of
BCBS 368 with several banking associations, and has published journal
articles on IRRBB and in the second edition of The Handbook of ALM by
Risk Books. Roberto has chaired a number of IRRBB conferences and been a
speaker at seminars around the world. He is an industrial engineer, and holds
a masters degree in economics and an MBA from Warwick Business School.
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