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6-10 December 2021
Hotel Fairmont Barcelona Rey Juan Carlos IBarcelona

Andrew Dickinson
Director at Bank of America


Andrew Dickinson is a Director at Bank of America leading the CCP modelling group. Prior to his current role he was responsible for the funding modelling group at JP Morgan preceded by a number of years working on interest rate modelling. His research interests lie at applying mathematical techniques to problems arising in credit risk, funding risk and the pricing of financial instruments. He holds a doctorate in probability theory from the University of Oxford.

Agenda Sessions

  • Modelling Exposures in the Presence of Leverage, Market Gaps and Fat Tails