Statistical Applications to Financial Risk Management

Speaker: Dr. Aijun Zhang, Bank of America

Time: 2:00 pm, Wed, June 30, 2010

Venue: F203,Four Points Innovation Lab

Abstract:

Statistical theory and methods are widely used in banking and finance. Based on my experiences in Bank of America, I would share two kinds of statistical developments for (a) financial crime detection and (b) post-crisis credit risk modeling. I would also share some visualization examples that make no more boring data.