Luke Chapman

FAQ About Luke Chapman

• What is Luke Chapman's address?

  Luke Chapman is located at
  Cincinnati, Ohio, United States

• What is Luke Chapman's job title?

  Luke Chapman is a
  Key contributions Designer of the current ALM CD Early Withdrawal Model • This particular model was created using a Logistic Regression modeling process that also incorporated Weight-of-Evidence transformations • SAS logic was created to pull data from the data warehouse and organize in a manner suitable for model creation • SAS Enterprise Minor was used to create and test final model • AUC and Tsar statistics were used to benchmark against previous model • This model was presented to and approved by both ALCO (Asset & Liability Committee) & IRRC (Interest Rate Risk Council) • Several presentations were designed for different audiences • Successfully oversaw the implementation of the model into the QRM (Quantitative Risk Management) system • Prepared the necessary MRM validation documentation and received a successful pass rating • Continue to monitor the models behavior via back-testing analysis Co-designer of the current ALM modeling back-testing report • Created SAS logic in order to generate actual historic outcomes for a required product vintage • Helped oversee the process of generating historic forecast outputs using QRM and actual market rates • Helped design an Excel tool to organize results, create model variances, generate impact statistics for important financial metrics • Developed an ongoing model performance trend analysis that is used to inform model owners when necessary model maintenance may be required • Designed a presentation to summarize method and results which is presented to both the ALCO and IRRC twice a year. The analysis is also used as an important ongoing monitoring report to satisfy MRM requirements Deposit Attrition Assumptions • Responsible for overseeing the maintenance of all deposit attrition assumptions; current core deposit portfolio stands at 160 billion dollars • Created SAS logic to update run-off assumptions efficiently and consistently • Oversees preparation of slide show presentations that provide updated results and corresponding impacts of financial metrics • Is responsible for presenting results to IRRC and other LOB where necessary • Is responsible for maintaining necessary MRM validation materials and overseeing validation issues • Actively researches assumption bench-marking possibilities Team growth • Has been responsible for the growth of junior/senior analysts • Overseen several promotions from analyst to analyst II and also analyst to manager • Motivated team to add certification that will help them in their careers Fifth Third Bank

• What industry does Luke Chapman currently work in?

  Luke Chapman currently works in the
  Fifth Third Bank

• What is Luke Chapman's area of expertise?

  Luke Chapman specializes in
  Key contributions Designer of the current ALM CD Early Withdrawal Model • This particular model was created using a Logistic Regression modeling process that also incorporated Weight-of-Evidence transformations • SAS logic was created to pull data from the data warehouse and organize in a manner suitable for model creation • SAS Enterprise Minor was used to create and test final model • AUC and Tsar statistics were used to benchmark against previous model • This model was presented to and approved by both ALCO (Asset & Liability Committee) & IRRC (Interest Rate Risk Council) • Several presentations were designed for different audiences • Successfully oversaw the implementation of the model into the QRM (Quantitative Risk Management) system • Prepared the necessary MRM validation documentation and received a successful pass rating • Continue to monitor the models behavior via back-testing analysis Co-designer of the current ALM modeling back-testing report • Created SAS logic in order to generate actual historic outcomes for a required product vintage • Helped oversee the process of generating historic forecast outputs using QRM and actual market rates • Helped design an Excel tool to organize results, create model variances, generate impact statistics for important financial metrics • Developed an ongoing model performance trend analysis that is used to inform model owners when necessary model maintenance may be required • Designed a presentation to summarize method and results which is presented to both the ALCO and IRRC twice a year. The analysis is also used as an important ongoing monitoring report to satisfy MRM requirements Deposit Attrition Assumptions • Responsible for overseeing the maintenance of all deposit attrition assumptions; current core deposit portfolio stands at 160 billion dollars • Created SAS logic to update run-off assumptions efficiently and consistently • Oversees preparation of slide show presentations that provide updated results and corresponding impacts of financial metrics • Is responsible for presenting results to IRRC and other LOB where necessary • Is responsible for maintaining necessary MRM validation materials and overseeing validation issues • Actively researches assumption bench-marking possibilities Team growth • Has been responsible for the growth of junior/senior analysts • Overseen several promotions from analyst to analyst II and also analyst to manager • Motivated team to add certification that will help them in their careers

• Which languages does Luke Chapman speak? 

  Luke Chapman speaks the following languages:
  No languages available.

• Which industries has Luke Chapman previously worked in?   

  Luke Chapman has prior experience in the following industries:
  No prior industries available.

• What is Luke Chapman’s work experience?  

  Luke Chapman has the following professional experience:
  Fifth Third Bank , Axcess Financial .

• How can I find Luke Chapman on LinkedIn?  

  You can view Luke Chapman’s
  LinkedIn profile at LinkedIn URL.

• What are Luke Chapman’s work email addresses?  

  Luke Chapman’s work email addresses are
  [email protected] .

• What company does Luke Chapman work for?  

  Luke Chapman works at
  Fifth Third Bank