ISyE Seminar Series: Yuan Wang
"Quantitative Modeling for Risk Management in Banking: An Overview and Applications"Presentation by Dr. Yuan Wang Wednesday, October 6 *Required attendance for students in IE 5773, 8773, and 8774 |
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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, I will provide an overview of quantitative risk modeling using several recent projects related to Deposits. I 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”. |
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Bio:
Dr. Yuan Wang is a Vice President responsible for quantitative analysis in 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. She currently leads several projects for risk management of models related to Deposits. She received her Ph.D. in Industrial Engineering (specialization in Statistics), advised by Prof. Yajun Mei and Prof. C.F. Jeff Wu, from the Georgia Institute of Technology in 2016. Her undergraduate degree is in Mathematics from Nankai University, China.
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