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Meet Nan Dong - MVRA's AVP

Meet The Team: Nan Dong

Nan Dong is the new Assistant Vice President, Quantitative Analyst on the Risk Management team at MountainView Risk and Analytics. With a Master’s degree in mathematics and data science,…

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Deposit Snapshot: August 2022

Deposit Market Snapshot: August 2022

There is an old curse, allegedly Chinese but more likely English, “May you live in interesting times.” From a macroeconomist’s perspective, the periods around the financial crisis and…

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Liquidity Risk Management Today

Liquidity Risk Management Today

The COVID-19 pandemic (and government stimulus programs) has left the U.S. banking industry flushed with excess liquidity…

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Meet Beth Doering

Meet The Team: Beth Doering

Beth Doering is always learning. And as she has grown throughout her career, she has held many roles from credit union examiner to internal auditor to director of training…

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Implementing SOFR in Models that do not have SOFR Settings

Implementing SOFR in Models (or Model Versions) that do not have SOFR Settings

As we mentioned in Part 1 of our SOFR series, some of today’s models don’t have the flexibility to easily incorporate the shift from LIBOR to SOFR, and model owners must find a way to overcome this hurdle. In this blog…

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