Risk Model Validation 2nd Edition

Christian Meyer is working as Quantitative Analyst in the Portfolio Modeling Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt where he is responsible for the development of portfolio models for credit risk in the banking book and incremental risk in the trading book. Prior to joining DZ BANK AG he was working for KPMG where he dealt with various aspects (audit and consulting) of market risk, credit risk, and economic capital models in the banking industry. He holds a diploma and PhD in Mathematics. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. Prior to joining DZ BANK AG he was Manager at d-fine GmbH where he dealt with various aspects of risk management systems in the banking industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics.