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Ahmet Perilioglu
Ahmet Perilioglu is a financial engineer for IBM Risk Analytics, London. He has many years of experience designing and implementing risk management solutions globally. Prior to that, he worked as a risk manager in financial institutions including HSBC Asset Management and Akbank. He holds a Ph.D. and M.Sc. in financial engineering, B.A. in economics and is a certified financial risk manager from GARP.
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Articles by Ahmet Perilioglu
A risk-sensitive approach for stressed transition probability matrixes
In this paper, the authors outline a simulation-based methodology for the generation of stressed transition probability matrixes under the structural credit risk framework.