Michael Kratochwil

Michael Kratochwil

Michael Kratochwil is a PhD candidate at the Chair of Statistics and Risk Management, University of Regensburg (Germany). His research interests include counterparty credit risk, derivatives pricing and valuation adjustments, collateralization of derivatives as well as the application of deep learning in risk management. His academic work is accompanied by his engagement in the financial consulting business. He is currently employed at Nagler & Company, a consulting firm for financial institutions based in Germany. In his role as Senior Manager in the area of Risk & Analytics, he is responsible for market and counterparty risk related topics. In the past years he has managed various client-related projects in the area of risk management. Prior to his current affiliations, Kratochwil was part of the market risk management department of Commerzbank AG (Germany) from 2009 to 2015.

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Articles by Michael Kratochwil

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