Field of Study

•   Quantitative Finance

•   Econometrics

•   Risk Management

•   AI in Finance

Education

•   Ph.D. in Accounting and Finance, Manchester Business School, U.K.

Courses Taught

•    재무관리

•    위험관리

•    금융(비즈니스)시계열

•    계량재무

Administrative Roles

•    사업지원처장 (2021 – 2024)

•    기획조정부처장 (2020–2024)

•    창업보육센터장 (2020 – 2021)

•    연구산학협력부단장 (2017 – 2019)

Professional Experience

•    Visiting Scholar, University of Massachusetts Amherst, USA (2025-2026)

•    Research Associate, UTS Business School, Australia (2013 – 2014)

•    Research Fellow, German Federal Bank, Germany (2012 – 2013)

Selected Publications

•   “Asymmetric asset correlation in credit portfolios,” Finance Research Letters, 2022

•   “Systematic Credit Risk in Mortgage Portfolios,” Journal of Banking & Finance, 2021

•   “Modelling Diversification and Spillovers of Loan Portfolios’ Losses by LHP Approximation and Copula,” International Review of Financial Analysis, 2019

•   “Accuracy of mortgage portfolio risk forecasts during financial crises,” European Journal of Operational Research, 2016

•   “Forecasting and decomposition of portfolio credit risk using Macroeconomic and frailty factors,” Journal of Economic Dynamics and Control, 2014

Personal Website

•       https://sites.google.com/view/prof-yongwoonglee/%ED%99%88