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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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