Amandha Ganegoda

ANZ (Australia and New Zealand) Banking Group, Ltd.

Manager Operational Risk Capital

Melbourne, Victoria

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

478

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (5)

A Framework to Manage the Measurable, Immeasurable and the Unidentifiable Financial Risk

Number of pages: 39 Posted: 18 Apr 2012
John R. Evans and Amandha Ganegoda
Centre for Analysis of Complex Financial Systems and ANZ (Australia and New Zealand) Banking Group, Ltd.
Downloads 296 (101,708)
Citation 4

Abstract:

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financial risk management, known, unknown and unknowable risk

2.

The Australian Retirement Lottery: A System Failure

Number of pages: 35 Posted: 12 Jun 2013
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 129 (220,548)
Citation 1

Abstract:

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Superannuation Guarantee Levy, Retirement Funding, Market Shocks, Econometric modelling

3.

The Impact of the SGL System on Age Pension Demand in Australia

Number of pages: 27 Posted: 04 Jan 2016
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems
Downloads 32 (457,857)

Abstract:

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Superannuation Guarantee Levy, Age Pension, Retirement Funding, Market Shocks, Econometric modeling

4.

A Knightian Analysis of the Viability of a Lifetime Annuity Market in Australia

Number of pages: 19 Posted: 04 Apr 2015 Last Revised: 24 Aug 2015
John R. Evans, Amandha Ganegoda and Abdul Razeed
Centre for Analysis of Complex Financial Systems, ANZ (Australia and New Zealand) Banking Group, Ltd. and The University of Sydney
Downloads 21 (516,059)

Abstract:

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Lifetime Annuity, Longevity risk, Investment risk, Knightian analysis

5.

A Scaling Model for Severity of Operational Losses Using Generalized Additive Models for Location Scale and Shape (GAMLSS)

Forthcoming in Annals of Actuarial Science published by Cambridge University Press
Posted: 02 Nov 2010 Last Revised: 27 Sep 2012
Amandha Ganegoda and John R. Evans
ANZ (Australia and New Zealand) Banking Group, Ltd. and Centre for Analysis of Complex Financial Systems

Abstract:

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Operational Risk, Generalized Additive Models for Location Scale And Shape (GAMLSS), Scaling models, Prudential Regulation of Banks