About Tobias
Tobias, a master expert in our Risk Practice, co-leads our work in risk advanced analytics. He has pioneered much of our proprietary research in credit-risk analytics, including the development of unique approaches for qualitative rating systems, low-default modeling, loss-given-default (LGD) estimation, and revenue/income prediction. In 2004, Tobias helped launch our Risk Advanced Analytics Center of Competence in India, which today has more than 30 analysts and modeling experts.
Aside from risk analytics, the primary focus of Tobias’s work is underwriting, portfolio risk modeling, and statistical segmentations for collections and workout. His experience also extends to the application of predictive modeling in other industries including insurance (for example, commercial insurance underwriting and claims predictions), government services, law enforcement, and telecom.
Based in Taipei, Tobias serves clients across the globe. Among other recent projects, he has:
- developed both quantitative and qualitative rating systems for a large North American bank, including low default and specialized lending portfolios
- worked with a major Taiwanese bank to transform its risk management function, including developing new rating models and credit tools, estimating Basel II exposure and loss parameters, and designing new credit risk processes and management reports
- helped a Brazilian bank assess the level of commodity risk embedded in its credit portfolio, and then create a set of tools to mitigate exposure
- helped a Southeast Asian micro-lending organization develop credit assessment processes and tools
- conducted a broad enterprise risk management diagnostic for one of the world’s leading emerging-market banks
- helped one of the world’s 20 largest banks conduct a comprehensive assessment of the risk embedded across its entire credit card business.
Tobais speaks English, German, Italian, French, and basic Mandarin and Korean.
Published work
“New credit-risk models for the unbanked” (PDF–784 KB), McKinsey Working Papers on Risk, Number 30, March 2012
“The use of economic capital in performance management for banks” (PDF–404 KB), McKinsey Working Papers on Risk, Number 24, January 2011
“The National Credit Bureau: A key enabler of financial infrastructure and lending in developing economies,” (PDF–529 KB), McKinsey Working Papers on Risk, Number 14, December 2009
“Best practices for estimating credit economic capital” (PDF–185 KB), McKinsey Working Papers on Risk, Number 11, April 2009
Past experience
| Dresdner Bank |
Various credit-related roles |
Education
| University of Frankfurt |
PhD in finance |
| University of Wisconsin-Milwaukee |
MA in economics |
| University of Giessen |
BA in economics |