Ancheng Luo
Ancheng Luo
Partner
- Direct: 647-775-1762
- Toll-Free: 1-877-251-2922
- Email: [email protected]
- Fax: 416-596-7894
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
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Internal Capital Adequacy Assessment Process for Deposit-Taking Institutions
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