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

    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.

  • Performance

    July 18, 2024

    Building a business case for GenAI

    Convincing your leadership to embrace GenAI can transform your business.

  • Confidence

    July 18, 2024

    How to Avoid Tax Surprises When Buying or Selling a Vacation Property

    Thinking of buying or selling a second home? Avoid unwanted tax surprises by asking some key questions well before you pick up the keys.