Jonathan Humphries
Howden Group Holdings
Jonathan joined Howden Group in London in March 2022. Having worked at Aon for the past twenty years, he led its Non-Financial and Operational Risk Advisory Practice globally.
Jonathan has over 30 years’ experience in the field of operational risk and (re)insurance optimisation. He has led work involving the build, validation and/or replicate on over 50 operational risk capital models for a range of financial institutions, including systemically important banks, critical infrastructure providers, (re)insurers and investment firms. This work has included the design and development of AMA and Pillar 2 ICAAP models, scenario analysis frameworks and (re)insurance optimisation for loss mitigation and capital financing.
Jonathan has a BEng (Hons) in Civil Engineering and an MBA from Bayes Business School (London). He is also a Chartered Civil Engineer and a Member of the Institution of Civil Engineers.
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Articles by Jonathan Humphries
Integrating internal and external loss data via an equivalence principle
The authors put forward a means address data scarcity in operational risk modelling by supplementing internal loss data with external loss data.
Estimating the probability of insurance recovery in operational risk
The authors put forward a novel methodology for the estimation of probability of insurance recovery.
An investigation of cyber loss data and its links to operational risk
This paper investigates cyber loss data and focuses on quantifying the direct financial and compensatory losses emanating from cyber risks.