David Li

David Li - MUFG Trust Bank

David Li currently heads the Credit Risk Management Team at MUFG Trust Bank (Mitsubishi UFJ Trust and Banking). He is responsible for its corporate, real estate and fund finance portfolios.

Prior to MUFG, he ran the Commercial Governance and Regulatory Compliance Team at GE Capital where he designed the firm-wide model validation platform for which he received GE’s Edison Award. He also published papers on PD/LGD model validation process, and was a co-inventor of a patent on optimization of probability transition matrices.

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More information on The Journal of Risk Model Validation


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