Invented Credit Risk Methodology and Platform
Designed a new methodology and led creation of a hybrid Credit Risk Portfolio Analytics and monitoring platform for a major national bank, integrating bank data, econometric data and models, non-financial measures and newsfeed analysis to forecast potential credit defaults. Using historical data, tool successfully identified failures 6 months in advance of insolvencies, and could have saved the bank over $60 million if they had it in place during the period in question based on the Vice Chairman's own assessment.
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