Daniel H. Stahl

BB&T

Daniel Stahl has developed economic capital and ALLL models while spearheading the risk management framework at Uwharrie Capital Corp, a small community bank outside Charlotte. He currently works in audit analytics with a focus on model risk for BB&T. A graduate from Calvin College with a degree in economics and a master's degree in mathematical finance from the University of North Carolina Charlotte, he lives in Winston Salem, North Carolina with his wife and family.

Articles by Daniel H. Stahl

Original research

Operational loss with correlated frequency and severity: an analytical approach

To enable autocorrelation in the frequency distribution, this paper proposes a significant generalization of the LDA model that involves treating operational risk as a Lévy jump-diffusion.

15 Apr 2016

オリジナル・リサーチ

Loss distributions: computational efficiency in an extended framework

This paper contributes to the literature for mixture models by leveraging an efficient algorithm for computing the density function of the loss distribution and extending the model in two key areas: constructing the systemic variable from a continuous…

30 Nov 2015