Henry Kwan

About Henry Kwan

As the SVP and Deputy Treasurer at East West Bank, I oversee the bank\'s liquidity and…

Experience

1. SVP & Deputy Treasurer

   East West Bank

   Mar 2018 — Present

   Executed $14+ bln securities transactions and realized $19 mm gains on securities sales. Improved the securities portfolio yield and maintained a moderate duration profile by executing the various portfolio strategies throughout different interest rate cycles. • Manages the Bank’s liquidity and interest rate risk profile within policy limits and risk appetite. Manages short-term and long-term funding strategies. Reshapes the interest rate risk profile by designing and executing hedging strategies to protect the Bank from interest rate movements. • Automated the securities portfolio reporting and monthly valuation process with the SQL platform. Reduced the preparation time by 30% and strengthened SOX compliance. Formalized the securities pre-purchase analysis and post-purchase analysis and enhanced compliance with regulatory requirements. • Successfully led the implementation of Asset Liability Management model replacement. Supervised the ALM team to revamp the data input process with data automation with SQL. Redesigned loan prepayment, deposit decay, and deposit beta regression models. Improved efficiency, precision, and timeliness of the interest rate risk analysis and budget forecasting. • Guides the Hong Kong branch’s Treasury team to enhance its liquidity management practice to remediate the local regulatory findings. Fosters the communication between the branch and the head office by reengineering the focus of the local asset liability meeting and aligning the liquidity and foreign exchange risk appetites with the head office’s practice. • Redeveloped the liquidity stress testing model and simplified computation processes. Substantially reduced the process time by 90% while retaining the model capabilities. • Attained the highest performance level under the CRA Investment Test for the Bank. Manages the CRA investment portfolio with tax credit, private equity, and fixed-income investments. Created a direct impact on the Bank’s ESG success.

Skills

• Credit
• Valuation
• Investments
• Commercial Banking
• Commercial Lending
• Fixed Income
• Portfolio Management
• Financial Analysis