Team Experience and Success Stories
High performance team with broad global prospectives and deep understanding of data/algorithm and business processes of financial institution
Federal Home Loan Bank Pittsburgh
near $100B assets
Substantially improved business effectiveness, efficiency, transparency (understanding black boxes), and flexibility while reducing risk and cost:
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Developed MRM framework and built high performance team from the ground up
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Enabled the company to increase benchmarking coverage from 5% to 99% on the balance sheet
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Expanded benchmarking frequency from every three years to annually, quarterly, or as needed.
BNY Mellon
$AUM of 1.9T and $AUC/A of $43.0T as of Q2 2022
Connected dots and balance risk/cost and return/revenue/profit and improve business efficiency
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Created innovative ideas on balancing risk (required capital--risk and cost) and return for the security lending business
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Won 2013 BNY Mellon “Global Innovation Award”
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Caveat: low-profit margin products can have higher volume. Do not just focus on profit margin.
PNC
$544B in assets as of Q2 2022
Revealed the true stories behind data: What data can tell us and what it cannot.
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Most banks do not have enough mortgage default data by themselves, so they use nationwide data. The model from the nationwide data can reasonably help bank rank-order the riskiness of loans.
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But if banks want to estimate CECL, they need to tune the probability of default or loss given default to ensure they reflect banks' portfolios.
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There is a similar application for mortgage prepayments.
Federal Home Loan Bank Pittsburgh, a bank with near $100B assets
Substantially improved business effectiveness, efficiency, transparency (understanding black boxes), and flexibility while reducing risk and cost:
-
Developed MRM framework and built high performance team from the ground up
-
Enabled the company to increase benchmarking coverage from 5% to 99% on the balance sheet
-
Expanded benchmarking frequency from every three years to annually, quarterly, or as needed.
BNY Mellon
with $AUM of 1.9T and $AUC/A of $43.0T as of Q2 2022
Connected dots and balance risk/cost and return/revenue/profit and improve business efficiency
-
Created innovative ideas on balancing risk (required capital--risk and cost) and return for the security lending business
-
Won 2013 BNY Mellon “Global Innovation Award”
-
Caveat: low-profit margin products can have higher volume. Do not just focus on profit margin.
PNC, a bank $544B in assets as of Q2 2022
Revealed the true stories behind data: What data can tell us and what it cannot.
-
Most banks do not have enough mortgage default data by themselves, so they use nationwide data. The model from the nationwide data can reasonably help bank rank-order the riskiness of loans.
-
But if banks want to estimate CECL, they need to tune the probability of default or loss given default to ensure they reflect banks' portfolios.
-
There is a similar application for mortgage prepayments.
03
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