@bhassani
- Name
Bertrand Hassani
- Occupation Role
Head of Major Risk Management and Scenario Analysis
- Primary Industry Sector
Banking
- Articles / Books Published
– A modified Panjer algorithm for operational risk capital calculations, Journal of Operational risk, Volume 4/Number 4, Winter 2009/10. – An efficient threshold choice for the computation of operational risk capital, Journal of Operational risk, Volume 6/Number 4, Winter 2011/12. – Gestion des Risques : Un Mot-clé « Gestion », Finance Grandes Ecoles, Volume 19, November 2010. – Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach. – Operational risk: A Basel II++ step before Basel III, , to appear in Journal of Risk Management in Financial Institutions, Volume 6/Number 1, 2012 – A mathematical resurgence of risk management: an extrememodelling of expert opinions.
- Lectures / Conference Speeches Delivered
Workshop & Seminars (Presentation): – RiskMinds 2012, Amsterdam (the Netherlands), December 2012 – CVA Workshop, CFE’12, Oviedo (Spain), December 2012 – Operational and Reputational Risk management, London (UK), Novembre 2012 – Operational Risk Management, Warsaw (Poland), October 2012 – Lunch Seminar Paris 1, Paris (France), November 2011. – ICBI Risk Capital 2011, Frankfurt (Germany), September 2011. – Workshop “RISK & EXTREME VALUES in Insurance and Finance”, Lisbon (Portugal), June 2011. – Answer to the BASEL Committeehttp://www.bis.org/publ/bcbs184/bertranhassani.pdf – CFE-ERICM meeting at the London School of Economics, London (UK), December 2010. – R.I.S.K 2010, Paris(France), December 2010. – ICBI Risk Capital 2010, Frankfurt (Germany), June 2010. – Extreme Risks and Operational Risks Workshop, Maison des Sciences Economiques de Paris 1, Paris (France), November 2008.
