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Lectures

Stefan Hirschmann

Agiles Arbeiten in der Kreditwirtschaft

Review: Speech Dr. Cornelius Mund, d-fine

Düsseldorfer FinanzForum (DFF), July 2017

 

Dr. Tobias Sander
FRTB: Model Eligbility, IMA and Standard Rules
Fundamental Review of the Trading Book Congress, April 2016

 

Nadja Schuster
The Trading Book/Banking Book Boundary and Internal Risk Transfers
European Banking Summit on the Fundamental Review of the Trading Book (FRTB), September 2015

 

Dr. Philipp Schröder

Dimension-wise decompositions and their efficient parallelization

Mathfinance Conference, March 2013

 

Dr. Georg Stapper

Modelling Incremental Risk Charge

Risk Management Breakfast, September 2010

 

Matthias Föhl

Macroeconomic Stress Testing

Risk Management Breakfast, September 2009

 

Dr. Tim Brunne

UniCredit Markets & Investment Banking

Credit Derivatives in 2009 and Current Developments

Risk Management Breakfast, September 2009

 

Dr. Georg Stapper

Economic Capital Allocation

Energyforum, ERM Conference, April 2009

 

Henrik Martensson

Tackling the system performance challenge at multi strategy hedge funds

Risk Management Breakfast, September 2008

 

Tilman Koschnick

A Cluster is more than just a bunch of boxes

Risk Management Breakfast, September 2008

 

Dr. Daniel Egloff

Delivering High Performance for Financial Models and Risk Analytics

Risk Management Breakfast, September 2008

 

Dr. Jürn Schmelzer

ABSolution - ABS Servicing Solution by d-fine

Risk Management Breakfast, September 2008

 

Dr. Tim Brunne

UniCredit Markets & Investment Banking

Current State of the Subprime Crisis

Risk Management Breakfast, June 2008

 

Dr. Anne Kleppe

Integration of CDOs into a Merton style portfolio model

Risk Management Breakfast, June 2008

 

Dr. Constantin Sobiella

Commodity Hedge Accounting - An introduction

Risk Management Breakfast, April 2008

 

Dr. Michael Jost

RWE Supply & Trading GmbH

Credit Risk in Commodity Trading ...and how RWE Supply & Trading deals with it

Risk Management Breakfast, April 2008

 

Ulf Henning Jacobs

Yield estimates for ABS-Transactions

Risk Management Breakfast, February 2008