Frans de Weert

Frans de Weert is head of division at the Dutch Authority for the Financial Markets where he is responsible for, among others, data-driven supervision, behavioral insights and operational risk and IT. Prior to this, he was head of risk management and strategy at the Dutch Central Bank. Frans started his career as an equity derivatives trader at Barclays Capital in London and New York. He studied mathematics at the University of Utrecht and subsequently went to the University of Manchester where his research focused on Levy Processes. Frans has written books on option trading and capital management for banks and insurance companies. He lives in Utrecht with Petra and two daughters.

Articles by Frans de Weert

Original research

Hedging incentives for financial institutions

Using a simple model, this paper derives two results that provide guiding principles for hedging by, and capital regulation of, financial institutions.

11 Feb 2020