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Oscar commented on Bryan Whitefield's blog post Food For Thought – What skills do you need to work on to be ultra-competitive in 5 years’ time?
"Being an Iconoclast !"
Nov 19, 2014
Oscar posted a blog post
A BANK CREDIT PORTFOLIO... ESTIMATE ITS RISK
If there is a Bank Credit Portfolio with the dates of payment expired, isn't it interesting to measure how much is the (accumulated) Probability, the Borrowers do NOT pay ?If interesting, send me just the two arrays: 1) the credits 2) the actual…
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Jul 30, 2012
Oscar replied to Michael Wein's discussion Submit the questions you would like to ask the Risk leaders at the ERM in the Banking Industry Conference July 14-15, NYC
"Dear Dr Wein:Suppose, there is someone with an immaculate credit history, that is, thrice  he has borrowed, the amounts are 100, 200 and 300 k. Now the Borrower wants to get a new credit of 1 M. What is the risk of crediting him the money he wants…"
Jul 12, 2011
Oscar replied to Boris Agranovich's discussion Get to know our members better and introduce yourself. With more than 60 replies this is our most popular discussion so far.
"Hallo everyone:
Came here via LINKEDIN. I am an applied mathematician. As a researcher, used to work in offshore drilling, have too many inventions to mention. Currently interested in Banking Risk, as a result - inventions. Not until all the results…"
Jul 9, 2011
Oscar posted a discussion
Crediting Risk
Dear All: I would like to share the following - Suppose, there is someone with immaculate credit history, that is, thrice has he borrowed, the amounts are 100, 200 and 300 k. Now the Borrower wants to get a new credit of 500 k. What is the risk of…
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Jul 6, 2011

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