Walid Mnif
TD Bank
Walid Mnif is a Senior Quantitative Manager at the TD Bank Group. He holds a PhD in Applied Mathematics from the University of Western Ontario, Canada. His research interest includes interest-rate models, derivatives pricing, operational and credit risk models as well as the application of machine learning in banking and finance.
Follow Walid
Articles by Walid Mnif
Various approximations of the total aggregate loss quantile function with application to operational risk
This paper investigates the mechanics of the empirical aggregate loss bootstrap distribution.