Erdem Ultanir
Barclays
- Erdem Ultanir is Heading the IRB Wholesale Credit Risk model development in Barclays. He has over 20 years experience in building quantitative financial models covering credit, and market risk. He has lead key roles in large global banks including Morgan Stanley and BNP Paribas prior to his current role leading initiatives on fixed income portfolio factor models, credit-equity linkage models and derivatives. He is currently working on data science models for the estimation of credit risk (PD, LGD, EADs) and Basel 3.1 regulatory implications to models.
Speaker on
Resilient by design: future-proofing credit risk through smarter stress testing
Panel discussion
Credit risk
06/18/2025
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13:30 - 14:10