Research Assitant
CurrentI have been a research assistant for Professor Michael Imerman since last August. Our research studies the economic capital of bank holding companies in US from 2001 to 2010. The first part of my job is to collect data and crate database. Data regarding bank holding companies are mainly obtained from Wharton Research Data Services and FRY report. The various data sets are cleaned and organized with SAS.Then I work on running KMV model to calculate market value of capital in Excel VBA. Based on the macros developed by Professor Michael Imerman, I modify and debug codes to correct errors and improve efficiency since we are dealing more than 10,000 observations. As a result, the model efficiency increases by 200% and all observations are calculated correctly and accurately.The last part of the project is to carry out panel data analysis and we are currently working on that.