Singapore – On August 8, 2018, the ABA and Oliver Wyman presented an international webinar titled “Advanced Analytics in Risk Management” featuring Ph.D. Mikko Lehtonen (Engagement Manager) from Oliver Wyman. Over 115 participants from 15 countries registered for the webinar that lasted over an hour. The specialized webinar session covered technical issues, Phyton programming, real case examples, and an extended Q&A conversation.

The Presentation file of the August 8th 2018 webinar can be downloaded HERE. In the next couple of days, we expect to upload the video of the webinar as well as sending the test to registered participants by email.

Syllabus

Advanced analytics presents compelling opportunities for risk management.

Building on top of the previous introductory session on advanced analytics that was also co-hosted on March 20^th 2018 by Mikko, this session will provide a more technical view into the application of advanced analytics techniques using Python programming language, Jupiter notebook development environment, and Scikit-learn open source machine learning library.

In this session, participants will gain an overview of these techniques and will be able to see examples and the application of these techniques in credit modelling, illustrated by practical case studies. This session is targeted towards those who are interested in honing their craft in the application of advanced analytics techniques in risk management, and for those who are keen to expand their knowledge of these programmes.

For better learning, participants are invited to review first the March 20^th 2018 webinar on Advanced Analytics at https://www.aba.org.tw/2018/03/20/5119/ to be better prepared for the August 8th 2018 webinar session.

Moreover, ABA encourages bankers to disseminate this webinar invitation to their colleagues in the Credit and Risk Management department so they can take advantage of this valuable learning session.

Instructor

Mikko Lehtonen, Engagement Manager, Oliver Wyman (Curriculum vitae presented at the end of this article.)

Duration

1:00 hour (including 20 minutes for Q&A.)

Test

Participants will receive a copy of the speaker’ presentation and will be requested to complete a take-home test.

Certificate of Participation

Participants who email back the answers of the take-home test by August 15th, 2018 will receive an ABA-issued Certificate of Participation.

Cost: FREE

Mikko Lehtonen

Mikko is an Engagement Manager in the Finance and Risk practice in Oliver Wyman’s Singapore Office since 2014, having also worked for 4 years in Oliver Wyman’s Zürich office. Mikko has experience in consulting to leading financial institutions in Europe and Asia. During his projects, Mikko has focused on the development of quantitative risk management capabilities for his clients.

Past project experience (examples)

• For a leading national bank in South-East Asia, Mikko led a credit rating model development project that was the cornerstone of the bank’s Basel II Programme, including end-to-end development of IRB PD models for the bank’s SME and Corporate segments.
• For a regional bank in South-East Asia, he led a credit rating model development for a Large Corporate Corporate segment.
• For a regional Asian bank, he was responsible for the development of a managerial stress-testing toolkit, including the customization of a reference Oliver-Wyman toolkit for the client, improving client’s risk capabilities.
• For a global bank, Mikko was responsible for the local deployment of a top-down stress testing framework in two countries, including customization and parameterization of the toolkit, running a proof-of-concept of the full framework, and handover to users.
• For a governmental authority, the project team stress tested the distressed national banking system to identify capital shortfalls and additional capital needs.

Mikko holds an MSc (tech) from Helsinki University of Technology and a PhD in Management, Technology and Economics from ETH Zürich. His MSc Thesis focused on artificial intelligence. He is fluent in English, German, French and Finnish. He joined Oliver Wyman in 2010.