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.

Articles by Ahmet Perilioglu

Original research

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.

05 Feb 2018