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Mr. Benjamin Chung - CRO at Asset Management
Professional Expertise:
CFA, FRM, Sustainable Investing
Biography:
Benjamin is heavily engaged in the Market Risk analysis space, covering - -
• ALM Sensitivity Analysis (duration gap, convexity)
• Credit Impairment by using Basel II IRB approach
• Stochastic scenario generation for Economic Capital
• Securities Valuation (FI Bonds, CDO and structured Notes)
Specialties: Technical: NumeriX (Financial Derivatives & Risk Analytics), Bloomberg, Reuters 3000Xtra, FinCAD Analytics, C/C++, HTML, Excel VBA, SQL, MATLAB, MS Windows, UNIX
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