Projects

Hana Financial Group, Third-Party Verification

Nov. 2024 – Dec. 2024

Conducted third-party verification of Hana Financial Group’s internal credit risk rating system (IRB), internal capital adequacy assessment process (ICAAP), and adherence to the Principles for Sound Management of Operational Risk (PSMOR). Ensured compliance with regulatory standards and enhanced the reliability of their risk and operational management frameworks.

IBK, Credit Rating Modeling and Early Warning Systems

Dec. 2024 – Jul. 2025

Developed machine learning–based early warning models for Industrial Bank of Korea (IBK) to identify financially vulnerable corporate borrowers at an early stage, enabling proactive risk mitigation and enhanced credit portfolio management. The models prioritized transparency and interpretability to ensure alignment with internal risk policies and regulatory expectations. In addition, designed a systematic model retraining and monitoring framework to maintain long-term stability and predictive performance, allowing the models to adapt reliably to evolving economic and market conditions.