Dan Mccully Email & Phone Number

• Financial Analysis & Management Reporting: Provided financial analysis and management reporting supporting decision making by executives in the Multifamily Division, on issues such as economic ROE/ROA methodology and.
• Financial & Regulatory Reporting: Managed reporting team accountable for producing all financial statements and core tables for external and internal disclosures. Managed process for producing monthly reports (minimum.
• Interest Rate Risk Reporting:Developed, implemented, and managed process to provide independent verification of interest rate risk measures (Portfolio Market Value Sensitivity (“PMVS”) and duration gap) prior to.
• Fair Value Balance Sheet (FVBS) Analysis & Reporting: Developed enhancements to FVBS reporting, including model-based attribution reporting framework to explain drivers of change in the fair value of common equity.

• Interest Rate Risk Monitoring & Reporting:Provided analysis and reporting that assisted portfolio managers making daily rebalancing decisions, applying fixed income and mortgage analytics considering risk metrics such.
• Earnings Forecasting & Analysis:Managed process for using financial models to develop regular forecasts of net interest income (NII), and provide sensitivity analyses.
• Portfolio Management:Analyzed strategic alternatives for $500 billion retained investment portfolio consisting of all types of mortgage-backed securities (MBS), funded with complex financial instruments issued in the.
• Financial Presentations:Prepared materials presenting annual Asset/Liability Management Plans to Board of Directors. Developed materials for presentations to senior management, Board of Directors, Rating Agencies, and.

• Capital Analysis & Stress Tests:Led analysis of capital required for interest rate risk under risk-based capital regulations. Developed model and procedures to assess required level of capital and analyze.
• Mortgage Pricing Analysis:Used state-of-the-art Monte Carlo simulation model and other tools to assess risk/return characteristics of mortgage products. Developed pricing recommendations for new mortgage products and.
• Funding Analysis:Used simulation model to determine appropriate blends of callable and non-callable debt structures for funding incremental mortgage purchases. Used simulation model to analyze and develop pricing.
• Portfolio Analysis:Used simulation model to project performance of existing portfolio and assess alternative acquisition/growth and funding strategies.
• Model Development & Enhancement:Delivered significant improvements and enhancements to the department’s simulation model for pricing analysis. Developed specialized versions of the model to analyze special products.
• Corporate Earnings Analysis:Designed spreadsheet and other models to project and track portfolio performance, analyze ROA/ROE sensitivities, and explain actual/forecast variances, and presented findings to the CFO.

• Accounting Research:Conducted research to determine appropriate financial accounting treatment of proposed new products and programs. Established accounting procedures and controls for new programs. Monitored FASB and.
• Financial Disclosures:Prepared financial disclosures, such as management’s discussion and analysis of financial results (MD&A), and monthly financial commentary to Board of Directors.

Mba

Bs, Accounting