Finanzrisikomanagement: Quo Vadis?

Paul Embrechts (ETH Zurich)
Tuesday, April 24, 2012 - 6:00pm
Deutsche Bank AG, Unter den Linden 13-15

The Berlin Lecture in Finance is a joint initiative of Deutsche Bank Research and the Departments of Mathematics and Economics of Humboldt University. It provides a platform for politicians, regulators, industry representatives and academics to discuss the latest developments in risk management, financial regulation and financial market policy.

The 2012 lecture is given by Prof. Paul Embrechts (ETH Zürich) on

Finanzrisikomanagement - Quo Vadis?

Paul Embrechts is Professor of Mathematics at the ETH Zurich specialising in actuarial mathematics and quantitative risk management. He holds an Honorary Doctorate from the Universities of Waterloo and Heriot-Watt, is an Elected Fellow of the Institute of Mathematical Statistics, Honorary Fellow of the Institute and the Faculty of Actuaries and Member Honoris Causa of the Belgian Institute of Actuaries. He co-authored the influential books "Modelling of Extremal Events for Insurance and Finance" and "Quantitative Risk Management: Concepts, Techniques, Tools". Besides having been on the Board of Directors of a bank and a life-insurance company, he consults widely on issues in quantitative risk management for financial institutions and international regulatory authorities.

The event is by invitation only.