Hrair Danageuzian

Notre Dame University-Louaize

Hrair Danageuzian is a Civil Engineer with an MS in Civil & Environmental Engineering from the Lebanese American University, Lebanon. With a strong quantitative foundation, he decided to join the field of actuarial and data science. He pursued an MS in Actuarial Science at Notre Dame University – Louaize, Lebanon under a full scholarship from Chedid Re. In the last 3 years, he has been teaching math courses for standardized tests’ preparation in addition to data protection and ethics for data science courses in data science programs. Regarding research interests, his focus involves operational risk modeling. Throughout his graduate studies, he developed significant knowledge about operational risk losses in banks and financial institutions, and the management of these risks under the requirements of the Basel Committee on Banking Supervision (BCBS).

Articles by Hrair Danageuzian

Original research

Operational risk modeling under the loss distribution approach: estimation of operational risk capital by business line versus risk category

The authors apply the loss distribution approach to operational risk data, contributing to understandings of the composition and distribution of operational risk data across risk classes and the corresponding operational risk capital requirements

24 Jan 2025

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