Personal Information
Organization / Workplace
Charleston, South Carolina Area United States
Occupation
Expert Advisor at Platinion GmbH – A company of the Boston Consulting Group
Industry
Finance / Banking / Insurance
About
Senior Economist with corporate and consulting experience. Focus on quantitative economic and statistical modeling for business decisions. Special expertise in mortgage and bankcard product analytics for credit guaranty pricing, stress testing and economic capital, credit loss forecasting, credit-risk behavior scoring and prepayment modeling for security valuation. Areas of expertise include:
* Managing Business Forecast Production
* Credit Risk Rating Analytics
* Interpreting Forecast Results for Business
* Stochastic modeling for Pricing and Valuation
* Economic Capital and Stress Testing
* Model Performance Tracking Analytics
* Directing Technical Staff
* Analytical Tools: R/S, M...
- Presentations
- Documents
- Infographics
Market Practice Series (Credit Losses Modeling)
Yahya Kamel
•
12 years ago
Lgd Risk Resolved Bog And Occ
Michael Jacobs, Jr.
•
13 years ago
An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default
Michael Jacobs, Jr.
•
15 years ago
An Empirical Study of Exposure at Default
Michael Jacobs, Jr.
•
15 years ago
Modeling Practice of Risk Parameters for Consumer Portfolio
WenSui Liu
•
12 years ago