Takayoshi Wiesner

Vice President, Capital Markets
Morgan Stanley

Takayoshi Wiesner is a Vice President in Global Capital Markets at Morgan Stanley. He is a desk strategist in the Morgan Stanley Strats & Modeling (MSSM) team, which provides revenue-generating activities that are centered on financial analytics. Previously, he was a Vice President at Mizuho Bank where he led credit modeling efforts as a portfolio risk manager for both credit trading portfolios and the banking book loan portfolio. He also currently serves as a Subject Matter Expert for PRMIA's Risk Culture Group and Risk Capital and RAROC Group. He has a Master’s degree in Statistics from Columbia University, a Master’s degree in Quantitative Methods in the Social Sciences from Columbia University and a Bachelor’s degree in Economics with the Highest Distinction from University of California, San Diego.

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Data Governance, Strategy & Execution

Monday, July 3rd, 2017

14:35 Building Stress Testing Models Using Internal Or External Data

Stress test modelers are prone to focus on the complexity of the model, but successful stress testing is characterized more by the integrity of the entire process than mere output. Since any good decision making process requires relevant, accurate, timely and transparent input, data governance needs to be recognized as the foundation of effective modeling processes. This session will explore key data strategies for building stress testing models.
o Building and maintaining a data dictionary
o Clearly defining data modeling processes and establish data controls
o Stress testing your models with stressed inputs
o Synthesizing findings by relating model output to model input
o Reporting output data effectively
o (Re)Assessing the importance of data