Arno Botha
Arno Botha is employed as the group-wide Specialist in Credit Risk Modelling & Research in the Enterprise Risk Management (ERM) department of FirstRand Bank, the largest lender in Africa by market capitalization. He is primarily responsible for setting minimum modeling standards, formulating and leading research initiatives in financial risk, and reviewing model submissions as a voting member of various Technical Committees. He holds a Bachelor’s degree in Actuarial Science, an Honours degree in Quantitative Risk Management, and a Master’s degree in Data Science; all obtained at the North-West University in South Africa. He recently completed his PhD (Actuarial Science) at the University of Pretoria in South Africa, having specialized in credit risk modelling.
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Articles by Arno Botha
The loss optimization of loan recovery decision times using forecast cashflows
In this paper, a theoretical method is empirically illustrated in finding the best time to forsake a loan such that the overall credit loss is minimized.