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Yashan Wang
Yashan Wang
Quantitative Research and Modeling
Yashan Wang heads the research and quantitative modeling team for portfolio valuation, accounting, and balance sheet analytics. At Moody’s Analytics, he has led research initiatives in impairment modeling under IFRS 9/CECL/SAP, asset pricing, and balance sheet analytics. Yashan has also worked with global clients and provided training and advice on enterprise risk management, asset and liability management, and stress testing.
solutions
Bank Asset and Liability Management Solutions: Moody's Analytics offers a powerful combination ALM solution for banks that integrates enterprise ALM, FTP, business management, and regulatory compliance.
Current Expected Credit Loss Model (CECL): Moody’s Analytics provides tools for the most crucial aspects of the expected loss impairment model, with robust solutions to aggregate data, calculate expected credit losses, and derive and report provisions.
TOPICS
Asset Liability Management: Mechanism to address the risk banks face from a mismatch between assets and liabilities.
Portfolio Models: Models that enable portfolio managers to assess and optimize portfolio risk.
Loss Accounting: CECL: New credit loss accounting standard that replaces the current ALLL accounting standard.
Yashan has led research initiatives in impairment modeling under IFRS 9/CECL/SAP, asset pricing, and balance sheet analytics.
