Ugur Koyluoglu
Partner and Vice Chairman, Financial Services Americas
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Ugur Koyluoglu is a Partner with Oliver Wyman, based in New York. He is currently Vice Chairman for Financial Services Americas, leading content development.  Prior to this role, Ugur led Americas Finance and Risk, Public Policy, and Corporate and  Institutional Banking practices, and continues to steer the firm’s high-impact, corporate finance and risk management projects for financial institutions across the globe.

In his recent client work, Ugur focuses on the best use of bank’s resources, aligned with strategy, under the risk appetite and regulatory constraints for capital, liquidity, leverage and collateral. He has been assisting senior executives to improve strategic planning and budgeting as well as capital planning under CCAR, liquidity stress testing, recovery and resolution planning capabilities.
With the firm since 1997, Ugur has served senior executives at some of the largest banks, clearing and settlement houses, asset managers, multi-lateral development banks and private equity houses around the world.  The range of his professional experience includes the development and implementation of financial resource management capabilities; CCAR stress testing capabilities including credit, market, operational risk and PPNR model development and implementation; capital allocation projects and implementation of ROE and EVA frameworks; implementation of liquidity stress testing, LCR strategy, RLAP and RLEN modeling, operational deposit modeling; bank balance sheet restructuring and comprehensive model risk management; and benchmarking work on FRM, interest rate risk in the banking book, operational deposits and LCR, counterparty credit risk exposure measurement and management practices, OTTI and valuation.
In addition to project work, Ugur has contributed significantly to industry debates in risk management and published several articles. His most cited article, “Reconcilable Differences” with Andrew Hickman, demonstrates that mathematically different credit risk portfolio modeling approaches can actually be mapped onto a common framework, and ingenuity therefore lies in the best calibration of credit risk parameters rather than choice of modeling approach. This important finding was incorporated into Basel II, the capital requirements framework used by banking regulators worldwide, and is viewed as a breakthrough concept in credit risk management practices. The paper is also published as independent chapter in four books.
Ugur has a PhD in Engineering from Princeton University, taught applied mathematics and engineering at Princeton and Turkey’s Koc University before coming to Oliver Wyman.