Before joining the EconLab team, Bor Krizmanič worked at Ernst & Young Slovenia, in the field of IT auditing and consulting. Bor has experience in auditing the information systems of large and medium-sized companies in Slovenia and Croatia. In advisory, he has experience working on projects of implementation and upgrading of software solutions in banking and insurance required to ensure compliance with international financial standards (IFRS 9 and IFRS 17).
In the field of energy and logistics, he worked on consulting projects for preparation of studies, strategies, investment documentation and the definition of key performance indicators. Bor is a teaching assistant and researcher at the University of Ljubljana. He is currently also pursuing a PhD in Information Management. Bor holds a bachelor’s and a master’s degree in Business Informatics from the School of Economics and Business in Ljubljana.
During his studies, he enriched his knowledge and experience through an exchange at the Wirtschaftsuniversität (WU) in Vienna. Through extended student work in a large pharmaceutical company in supply chain management he also gained insight and understanding of the operation of a complex manufacturing company.
Razvoj modelov za obremenitveno testiranje (EBA; metodologija obremenitvenega testiranja kreditnega tveganja). PD in LGD modeliranje (BACE-ARDL modeliranje). ECL staging vključno z izračunom tranzicijskih matrik in izračunom MSRP 9 oslabitev (vključno z ECL, lifetime loss rates in izračunom dobička/izgube). ECL benchmarking. Napovedovanje in back-casting ključnih parametrov kreditnega obremenitvenega testiranja.
Razvoj IRB PD modela za porfelj velikih podejtij glavne irske banke. Delo s podatki, scorecard in kalibracija, podroben paket za testiranje ter vpliv na RWA.