Monitor Risk-adjusted return on capital (RAROC) to balance the risk and return of the portfolio. The RAROC components have return as a numerator and equity as a denominator. Thus, the bank loan comes from 2 parts. The first part is from deposits from clients which cannot take risks. The second part comes from equity which can take risk. Thus, the institution should find the probability of default of clients and rank the clients by Credit Risk Rating(CRR) or credit score to calculate the money that has risk or expected loss. The expected loss is the probability of default multiplied by clients Exposure At Default which is the amount of loss at the date that default minus the estimated collateral value. Moreover, the RORAC model also can apply to trading risk adjusted models. When the trading model that has constant stats results (the sample size should be large enough) should be able to calculate the probability of default. Thus, trading limit and probability of default can also find Exposure At Default and limit the leverage to maximize the profit.Monitor Risk-adjusted return on capital (RAROC) to balance the risk and return of the portfolio. The RAROC components have return as a numerator and equity as a denominator. Thus, the bank loan comes from 2 parts. The first part is from deposits from clients which cannot take risks. The second part comes from equity which can take risk. Thus, the institution should find the probability of default of clients and rank the clients by Credit Risk Rating(CRR) or credit score to calculate the money that has risk or expected loss. The expected loss is the probability of default multiplied by clients Exposure At Default which is the amount of loss at the date that default minus the estimated collateral value. Moreover, the RORAC model also can apply to trading risk adjusted models. When the trading model that has constant stats results (the sample size should be large enough) should be able to calculate the probability of default. Thus, trading limit and probability of default can also find Exposure At Default and limit the leverage to maximize the profit. Skills: RAROC · Banking Operations · Knowledge Acquisition · Analytical Skills · Investment Research · Money Market · Word Processing · Securities · Data Analysis · International Markets · Python (Programming Language) · Bonds · Financial Modeling · Microsoft Excel · Fixed Income Portfolio Management · Data Visualization · Financial Accounting · Financial Analysis · VBA Excel · Administrative Assistance · Thai · Derivatives · Finance · Fixed-Income Investing · Loss Given Default (LGD) · Net Present Value (NPV) · Quantitative Analytics · Communication · Economics · Investments · Equity Derivatives · Trade Credit · Accounting · Visual Basic for Applications (VBA) · Written Communication · Credit Rating · Funding

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Msc Advance Data Analytics in Machine LearningUniversity of North Texas | 2021

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