Emma Huang

Emma Huang is the Director of Model Development Team in Equitable Bank. She is responsible for retail portfolios and involved in model development for commercial portfolio in both AIRB and IFRS-9.

Prior to EQB, Emma worked for Canadian Western Bank where she gained various experiences of AIRB modelling in retail mortgage, SME, and equipment lending.

Articles by Emma Huang

Original research

A prudent loss given default estimation for mortgages. II

This paper introduces a prudent methodology to accurately estimates loss given default for mortgage portfolios and to stress test those portfolios effectively.

07 Oct 2021