Experience

 

Risk Management


  1. Credit Risk (my favorite area of expertise) 

  2. Market Risk and Liquidity Risk 


Credit Portfolio Management


  1. Active Credit Portfolio Management (some remarks can be found here).

  2. Structuring and Securitizations

  3. Structured Credit of all types and in all kinds of markets

  4. Capital Markets


Capital Management (see also here)


  1. Economic Capital

  2. Regulatory Capital

  3. Capital Allocation & Risk Contributions / Capital-based Pricing


Quantitative Analysis & Valuation


  1. Credit Risk Modeling (some remarks can be found here)

  2. Loans, Bonds, Clients, Transaction Portfolios, Commercial Real Estate, Commodity Traders, etc.

  3. Structured Credit & Credit Valuation (see also here)

  4. Derivatives

  5. Exposure Measurement 

  6. Pricing & Liquidity


People Management and Leadership


  1. At Credit Suisse, we (CRM Management Committee) designed a tailor-made training for executives 

  2. Talent attraction, coaching as well as assessment