SAS Summit Day 2014

Friday, April 11, 2014


Clifton Loo, PhD is the Head of Economic Capital, Limits and Portfolio Management at SunTrust Banks, Inc. In this role, he heads an economic capital team that develops, and implements credit capital and operational risk capital models. These models are used in RAROC calculations and risk based limits. The team also has oversight of market risk capital models, and has developed econometric models for use in CCAR. In addition, the economic capital team provides risk limit and portfolio analytic reporting to the board of directors and executives. Clifton also has had other roles at SunTrust, including model validation credit risk lead, portfolio risk manager and operational risk manager for the corporate and investment banking line of business.

Dr. Loo will present at 8:00 AM on April 11, 2014 in the UWG Coliseum