JCR 10 4 authors
The Journal of Credit Risk
Volume 10, Issue 4
Giuseppe Orlando
Giuseppe Orlando is a risk consultant and professor of Financial and Actuarial Mathematics. He has worked as a consultant or employee for such companies as SEI, Arca, Mediolanum, Unicredit, Pioneer, ING, Northern Trust, StatPro, PIMCO, Allianz Global Investors, State Street, Aviva, Fidelity, Invesco, etc. His research topics have included risk management (credit, counterparty, liquidity, market, operational), stress testing and back testing, performance analysis, portfolio optimization, asset and liability management, pricing, stochastic processes, quantitative modeling, Basel II, Solvency II, ICAAP, etc. He has written several articles about operations research, models of chaotic dynamics, and pricing algorithms, derivatives, credit risk and counterparty economy. He was awarded the "De Finetti" prize in Mathematics Applied to Economics by the Italian Academy of Science ("Accademia dei Lincei"), received his MEc (Master in Economics) at the Bocconi University and has lectured in finance and econometrics at the Department of Mathematics of the Faculty of Sciences of Bari (Italy) and at the Department of Mathematics-Faculty of Economics of Foggia (Italy). |
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Maximilian Härtel
Maximilian Härtel is a financial engineer at IDS GmbH - Analysis and Reporting Services, a subsidiary of Allianz SE, and a Ph.D. student in financial mathematics at the University of Munich LMU. He works at IDS as a derivative specialist for pricing financial instruments. He received a master's degree in business mathematics from LMU with a thesis about liquidity risk and extremal events. Thereafter he started his Ph.D. at LMU under the supervision of Prof. Biagini on long-term interest rates. His research interests include multi-curve interest rate modeling, long-term interest rates, collateral management, and counterparty risk valuation. He received a full scholarship from e-fellows. |
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Nick Wilson
Nick Wilson (BA Phd FICM) is Professor in Finance at Leeds University Business School and Director of the Credit Management Research Centre. He specialises in credit risk and credit management but has published extensively in leading finance, economics and entrepreneurship journals. Recent work has focussed on corporate finance, ownership and governance and firm performance. He is an associate fellow of the Enterprise Research Centre and co-investigator in the ESRC funded ‘big data initiative' the Centre for Consumer Data Research at Leeds University.
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Pavol Ochotnicky
Pavol Ochotnicky (Phd) is Professor of Finance and Head of the Department of Finance at Faculty of National Economy, University of Economics in Bratislava, Slovakia. His recent research focuses on public finance management, fiscal sustainability, transition process and sovereign rating. |
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Marek Kacer
Marek Kacer (Phd) is an Assistant Professor in the Department of Finance at Faculty of National Economy, University of Economics in Bratislava, Slovakia and Post-doctoral Researcher in Corporate Sector Data Analytics at the Leeds University Business School, University of Leeds, Leeds, UK. |
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