Credit Risk Evaluation Designed for Institutional Targeting in finance
Dependence Modelling for Credit Portfolios
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| Ugur Koyluoglu is a Director in Mercer
Oliver Wyman's Finance & Risk Practice. His responsibilities include
development and implementation of quantitative and qualitative tools for
better management of credit, market, insurance and operating risks, capital
and value. He has worked with numerous banks and insurers in North America,
Europe, Latin America, Middle East, North Africa and Southeast Asia.
During his tenure at Mercer Oliver Wyman since 1997, Dr. Koyluoglu has worked on a wide range of issues. These issues include the design of analytical models and tools to support corporate decisions about capital adequacy and business line performance for banks and financial conglomerates, the implementation of rating and credit risk portfolio models for commercial banks and insurers, and the development of a reinsurance optimization tool for a multi-line insurer. Dr. Koyluoglu has also contributed significantly to the development of Mercer Oliver Wyman's intellectual capital, and published several articles and working papers. His most cited articles on credit risk portfolio modeling are: 1. "Reconcilable Differences", Risk, October 1998 Prior to joining Mercer Oliver Wyman, Dr. Koyluoglu taught applied
mathematics and engineering at Princeton University and Koc University
in Turkey. Dr. Koyluoglu holds a Ph.D. in Civil Engineering and Operations
Research from Princeton University, and B.S. in Civil Engineering from
Bogazici University. |