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    Yashan Wang

    Leads a team that develops analytic and empirical models for impairment under GAAP, CECL, IFRS 9, and SAP for credit portfolio analysis and asset-liability management

    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.

    education
    Columbia University: PhD, Management Science
    Expertise
    solutions

    Asset and Liability Management Solutions: Moody's Analytics offers a powerful combination ALM solution 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.

    Representative Project

    Yashan has led research initiatives in impairment modeling under IFRS 9/CECL/SAP, asset pricing, and balance sheet analytics.

    Published Work