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OverviewFull Product DetailsAuthor: Max C. Y. WongPublisher: John Wiley & Sons Inc Imprint: John Wiley & Sons Inc Edition: Revised Edition Dimensions: Width: 16.00cm , Height: 2.50cm , Length: 23.60cm Weight: 0.680kg ISBN: 9781118550342ISBN 10: 111855034 Pages: 320 Publication Date: 12 April 2013 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In stock We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsReviewsAuthor InformationMax C.Y. Wong is a specialist in the area of risk modeling and Basel III. He started his career as a derivatives consultant at Credit Suisse First Boston in 1996. During the Asian crisis in 1998 he traded index futures at the open-outcry floor of SIMEX (now SGX). From 2003 to 2011, he worked for Standard Chartered Bank as a risk manager and senior quant. He is currently head of VaR model testing at the Royal Bank of Scotland. He has published papers on VaR models and Basel capital, recently looking at innovative ways to model risk more effectively during crises and to deal with the issues of procyclicality and Black Swan event in our financial system. He has spoken on the subject at various conferences and seminars. He holds a B.Sc. Physics from University of Malaya (1994) and a M.Sc. financial engineering from National University of Singapore (2004). He is an adjunct at Singapore Management University, a member of the editorial board of the Journal of Risk Management in Financial Institutions, and a member of the steering committee of PRMIA Singapore chapter. Tab Content 6Author Website:Countries AvailableAll regions |