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Michael Kratochwil

Profil

Research topics

  • Regulatory and economic approaches for quantification and steering of counterparty and market risks
  • Credit Valuation Adjustments (CVA) and other valuation adjustments for derivative instruments

Techaing goals

  • Supervision of theses (M.Sc.)
  • Supervision of seminar papers

Short biography

C.V.:

  • since 2016: Research assistant at the chair of statistics and risk management, University of Regensburg
  • 2009–2010: Master of Finance (M.Sc.), Frankfurt School of Finance and Management
  • 2005–2008: Dipl. Betriebswirt (BA), Berufsakademie Heidenheim

  • since 2015: Dr. Nagler & Company GmbH | Senior Consultant (Frankfurt am Main)
  • 2010 – 2015: Commerzbank AG | Market Risk Manager (Frankfurt am Main)
  • 2008 – 2010: Commerzbank AG | Credit Risk Management (Frankfurt am Main)
  • 2005-2008: Commerzbank AG | Private Customers / Corporates / Risk Management (Würzburg - Nürnberg – Frankfurt am Main)

Awards and honors:

  • IFK Award (October 2010)

Publications

  1. Faculty of Business, Economics and Management Information Systems
  2. Department of Business Administration

Chair of Statistics and Risk Management

Research Assistant

Michael Kratochwil

Kratochwil 191 191

Room RW(S) 226

Phone +49 941 943-2721
Fax +49 941 943-4936
E-Mail
Office hours: by arrangement