Wan(Alice) Wang CFA CAIA is a Director in the Analytics Quantitative Solutions team where she leads the credit analytic solutions and model strategies. With over 12 years of experience Alice specializes in developing intricate analytics and risk models for multi-asset portfolios. She is responsible for shaping credit analytical product strategy for both public and private credit assets constructing credit risk models providing thought leadership and delivering high-impact analytical solutions to address complex investment and business challenges for BlackRock Aladdin clients. Before joining BlackRock Alice was a quantitative risk manager at Alvarez & Marsal where she provided quantitative advisory services to banking and insurance clients. Her work encompassed financial modeling security valuation risk assessment investment portfolio analytics and portfolio optimization.
Prior to her role at Alvarez & Marsal Alice spent three years as a market risk analyst at PNC focusing on multi-asset market risk management and portfolio optimization.
Alice holds a master’s degree in finance from the Illinois Institute of Technology and a bachelor’s degree in economics with a minor in accounting from Zhongnan University of Economics and Law in China.
All Sessions by Alice Wang
MACROECONOMIC ENVIRONMENT – PANEL DISCUSSION
Reviewing macroeconomic environment changes and impacts to credit
- Managing conflicting macroeconomic indicators
- Managing anticipation of increased defaults
- Understanding the impact from the growth of private credit providers
- Effectiveness of historical indicators in predicting a recession
- Managing high inflation and interest rates
- Interest rate environment and corporate credit defaults
- Commercial real estate loans in the post COVID world
- Changes in debt levels to consumer with higher rates
NAVIGATING UNCERTAINTY: MASTERING CREDIT RISK STRESS TESTING
Reviewing the impact of credit risk and allowance measurement in an uncertain economic environment
- Reviewing impact of approaches and effectiveness in mitigating downturn risks
- Variations in approaches and impact to allowances
- Lessons learned across jurisdictions and implementation approaches
- Process review for estimation of credit losses
- Future changes to advance best practice
- Impact of GFC on approaches with relax in rules
- Treatment of realized losses during historical GFC periods