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Profile of Li Li
 

Li Li

 
MD, Credit Advisory Services - Kamakura Corp.
 
Li Li Email :
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Company Name : Kamakura Corp.
 
Company Website : www.kamakuraco.com
 
Company Address : 2222 Kalakaua Ave.
Ste. 1400, Honolulu, HI,
United States,
 
Li Li Profile :
MD, Credit Advisory Services - Kamakura Corp.
 
Li Li Biography :

Ms. Li joined Kamakura Corporation in November 2004. At Kamakura, Li specializes in quantitative consulting and modeling of credit risk-related and logistic regression-related projects. Li has been involved in consulting assignments on credit risk modeling, credit portfolio management, credit derivatives analysis, Basel II model testing, and economic capital solution for financial institutions from Asia Pacific to Europe to Middle East to the United States. She played a major role in the development of Kamakura Risk Information Services Version 4.0 default models and the KRIS Synthetic CDO capability launched in the spring of 2007. Li also led installations of Kamakura Risk Manager at China Everbright Bank in Beijing. She has been the lead modeler on retail and middle market default models for a leading bank in the Middle East. She led the Kamakura team on a comparative study of the accuracy of public firm default models for one of the ten largest banks in the United States. Ms. Li has done extensive CDO modeling in KRM for one of the most prestigious insurance companies in Europe. In spring 2007, she led the implementation of an economic capital project for one of the top insurance companies in the U.S. In September 2007, Li led the analysis and reporting of SIVs for one of the largest banks in the U.S.

Prior to joining Kamakura Corporation, Li was assistant director in the economic planning and cooperation department of Shanghai Port Authority from 1999 to 2002. She also served as Project Coordinator for the International Association of Ports & Harbors (IAPH) in Shanghai. During that time, she worked with major financial institutions for project funding, strategic investment and joint-venture establishment, and built solid experience and network in Asia.

Ms. Li is the author of numerous publications on credit risk, including "Advanced Credit Model Testing for Basel II: How Things Have Changed" (with Donald R. van Deventer and Xiaoming Wang of Kamakura) in The Basel Handbook: A Guide for Practitioners, Michael Ong, editor, Risk Publications, 2006, and "Default Correlation: An Empirical Study" (with Gunter Meissner) in Investment Management and Financial Innovations, 2006.

Ms. Li graduated with an MBA concentrating on finance from Hawaii Pacific University, where she was a distinguished student under Dr. Gunter Meissner, well-known author of a popular text on credit derivatives and collateralized debt obligations.

She also served as Media Relations officer for the 2001 Asia-Pacific Economic Cooperation Annual Meeting.

She graduated from the Shanghai International Studies University with a B.A. in Mass Communication.

 
Li Li Colleagues :
Name Title Email

Donald Van Deventer

Chmn., CEO Please login

Warren Sherman

Pres., COO Please login

Robert Jarrow

MD - Research Please login

Vance Roley

Board Dir. Please login

Yukio Yanase

Board Dir. Please login


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