Farhang Farazmand’s Email & Phone

Farhang Farazmand Contact Details

Greater New York City Area
Senior Vice President @ Citi
Vice President @ Morgan Stanley
Associate @ Cornerstone Research
Cand.Scient.Oecon, Mathematics-Economics @ Københavns Universitet

Credit risk modeling.: • Estimation of PD, LGD and EAD. • Estimation of PDs for low-default-portfolios. • Loss estimation and rating of standard and bespoke CDOs. • Establishing framework for assessing the impact of rating philosophy (through-the-cycle vs. point-in-time) on PDs. • CCAR analysis of retail credit card ABS. PREVIOUS EXPERIENCE: Economic and financial consulting: • Analysis 

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