The Chair of Statistics and Risk Management is engaged in research and teaching of quantitative methods in the field of risk management. Our approach is to use scientific research at the highest international level to solve practical problems.
Since 2016, our chair has been cooperating with Dr. Nagler & Company within the framework of a multi-year research project. The research project deals with future changes in the environment of financial institutions and financial markets against the background of regulatory and business policy challenges. We jointly analyze the determinants of the challenges and develop solution proposals for strategies with which these challenges can be successfully met by financial institutions in the course of the coming years. Examples are the modeling of market, credit and counterparty risks as well as the related valuation and calculation processes.
As part of a research and development project, we have been cooperating with the Regensburg-based consulting company Risk Research GmbH since 2016. The company has been advising financial institutions on all issues relating to risk management since 2003. The origins of the company go back to research projects in the field of credit risk management of the Chair of Statistics (Prof. Dr. Alfred Hamerle). The current research and development project highlights quantitative methods in the field of risk management and bank controlling. In addition, the cooperation includes a continuous professional exchange on specific issues from banking practice.
Room RW(S) 214
Phone +49 941 943-2588
Fax +49 941 943-4936