Ancheng Luo

Ancheng Luo

Ancheng Luo

Partner

Ancheng is a member of MNP’s Valuations Services team in Toronto.

Ancheng has a rich background in valuation for complex instruments, including all types of financial derivatives, debentures, stock-based compensations, royalty agreements, and other exotic financing packages. He has serviced corporate clients and financial institutions for over a decade.

Ancheng’s experience also includes providing quantitative analysis and advisory to help clients with model risk management, asset liability management, and capital management. His services include methodology advisory, modelling implementation, and model validation on topics such as the Internal Capital Adequacy Assessment Process (ICAAP), stress testing, portfolio optimization, interest rate risk management on the banking book (IRRBB).

Ancheng graduated from the University of Waterloo with a Bachelor of Math (BMath) in Actuarial Science in 2010 and a Master of Quantitative Finance (MQF) in 2012.


Contact Ancheng Today

This field is required.

This field is required.

Phone or Email field is required.

Please enter a valid email.

Phone or Email field is required.

Please enter a valid phone number.

This field is required.

This field is required.

 

reCaptcha Validation Failed. Please try again!

Please complete the highlighted fields.

Insights

  • Confidence

    September 18, 2024

    Guideline B-15 and climate-related risk: What Canadian lenders need to know

    Understanding OSFI Guideline B-15 and climate risk management. Learn how Canadian lenders can navigate climate-related risks and stress-testing frameworks.

  • Confidence

    January 19, 2024

    Internal Capital Adequacy Assessment Process for Deposit-Taking Institutions

    What you need to know about the new Internal Capital Adequacy Assessment Process (ICAAP) for Canadian deposit-taking institutions and how to prepare.

  • Progress

    November 21, 2024

    Strategic reinvestment: Unlocking resources for municipal priorities without raising taxes

    Learn how municipalities can unlock vital resources, cut through red tape, and strategically reinvest in key priorities without increasing taxes.