Amsterdam, North Holland, Netherlands
I have been working on the optionality embedded in the mortgage for the banking books, especially for the interest risk option embedded in the personal and SME mortgage/loan offers. I have also been working on the funds transfer price (FTP) and behavior models including the new and (early) repricing offer accepted ratio. Last but not the least, I am the leading person for the validation of the interest optionality model. The model is scored as positive.