Fabian Reffel

Fabian Reffel

Dr. Fabian Reffel is a financial risk quantitative analyst at UniCredit Bank AG since 2014. Beside projects in the counterparty credit risk, he mainly worked in the context of the Fundamental Review of the Trading Book. There, he developed and implemented various methods and models around the new market risk framework in cooperation with UniCredit colleagues. He hold his PhD in Statistics.

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