18 - 21 November 2024
InterContinental O2London Eelco LensTeam Lead Credit Risk Modelling – Specialized Redevelopments at ABN AMROSpeaker
Profile
Eelco started his career in academia with a PhD and a 3-year Postdoc position in the field of medical physic. In the summer of 2019 he joined the non-retail credit risk modelling team. Since then he has been working on the annual monitoring projects of the IRB models and since 2021 he has been involved in model redevelopment projects. Currently, he is leading a team of 15 people on two different development projects regarding models for Corporate and Specialized Lending exposures.
Agenda Sessions
Modelling Low Default portfolios with a Pooling Approach – sharing the ABN AMRO case study
, 15:05View Session