Subhashish راي

Modeling frequency and severity of operational losses.
Aggregating VaR estimates across business lines and event types.
Combining capital estimates based on internal data, external data and scenario analysis.
Segmentation of retail loans and risk parameters estimation.
Development of credit risk scorecards (application and behavioral scorecard).

• Working with senior risk committee to develop and initiate suitable hedging strategies on various financial risks for their export business.
• Respond to frequent ad-hoc requests for analysis, data gathering and reporting.
•Operational risk reporting by monitoring the key risk indicators.
•Developing weekly and monthly risk overview packages.