Helping Barclays meet the Basel III regulation rulesBackCase Studies
13th November 2019
The London School of Economics and Political Science
Professor Qiwei Yao, Department of Statistics
Statistics Professor Qiwei Yao helped Barclays Bank devise methods required by international regulators to test its resilience against future shocks. His methodology was approved by Barclays’ internal governance process and, from September 2013, was implemented as part of business operations at Barclays. Barclays’ credit risk managers have since used the results of the methodology on a daily basis to control model risks.
AI & Data, Business engagement, Business operations, Consultancy, Economics, Finance and The London School of Economics and Political Science