Alexsey Leksanov

Managing Director, Head of Model Risk Management, Mizuho

Aleksey Leksanov has been leading Model Risk Management at Mizuho USA since December of 2022. Prior to the latest move he spent 8 year at Deutsche Bank where he lead Americas Model Validation Team and worked as an IB strat. Before joining DB Aleksey was a Portfolio Manager/ Investment Analyst and lead Model development at Apollo (via acquisition of Stone Tower Capital). Prior to his start on Wall Street in 2004 Aleksey worked at Hughes Network System as an embedded software engineer. He graduated from the Pennsylvania State University in 2000 with PhD in Physics.

All Sessions by Alexsey Leksanov

12:00 - 12:35

DEPOSIT MODELING IN A HIGH-RATE ENVIRONMENT – Fireside Chat

Modeling the new reality of deposit behavior
Refining frameworks for deposit behavior and pass-through advanced modeling

  • Assessing stickiness and sensitivity of customer deposits
  • Modeling competitive dynamics and depositor switching
  • Aligning deposit rate models with bank strategy and product incentives
  • Capturing disintermediation between interest and non-interest-bearing accounts
  • Stress testing deposit outflows under volatility and liquidity stress