ISyE Seminar: “Quantitative Modeling for Risk Management in Banking: An Overview and Applications”

Please join us for our next seminar in person. This analytics-focused seminar will feature Yuan Wang from Wells Fargo who will discuss quantitative modeling for risk management in banking.

3:30 - Graduate seminar
4:30 p.m. - Reception

*Required attendance for students in IE 5773, 8773, and 8774

About the seminar

Quantitative risk modeling is a key component of risk management in banking. The overall goal of risk modeling is to quantify an aggregated risk for the bank’s portfolios while also facilitating decision-making by the different lines of business, often at the account or customer level. Regulations and practices in risk management have changed significantly over the past two decades, largely in response to regulations that emerged from the financial crisis of 2008. In this talk, Yuan Wang will provide an overview of quantitative risk modeling using several recent projects related to Deposits. Wang will use the applications to describe different components of risk modeling, including types and structures of datasets, modeling techniques and practices, as well as regulatory requirements on “stress testing."

About the speaker

Yuan Wang is a vice president responsible for quantitative analysis at Wells Fargo. She started her career in 2016 through Wells Fargo’s unique Quantitative Analytics Program that recruits new graduates and trains them in banking and quantitative modeling.