Dr Hans-Peter Deutsch is a Partner at Arthur Andersen and head of financial risk management consulting, Germany. He holds a Ph.D. in theoretical physics and is the author of about 20 international publications in this field, mainly on Monte Carlo simulations of stochastic processes.
What is the biggest trend you are seeing in risk management?
I expect we will see a significant increase in trading credit spreads and credit quality. Credit risk is by far the most important risk of most banks and