Dr. Bluhm, Christian
Christian is MD and Head Credit Portfolio
Management, Credit Suisse, Zurich, Switzerland
from 2004. His responsibilities include credit
risk modeling, active credit portfolio
management with a focus on hedging and
securitizations, collateral risk management and
credit risk policies. He is a member of the
bank's global Risk Processes and Standards
Committee.
Christian is MD and Head Credit Portfolio
Management, Credit Suisse, Zurich, Switzerland
from 2004. His responsibilities include credit
risk modeling, active credit portfolio
management with a focus on hedging and
securitizations, collateral risk management and
credit risk policies. He is a member of the
bank's global Risk Processes and Standards
Committee.
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Prior to this Christian was responsible for Structured Finance Analytics at
HypoVereinsbank in Munich where his team evaluated asset-backed
securities for the investment teams as well as for the structuring and
securitization teams. His first position in credit risk was with Deutsche
Bank in Frankfurt where he worked in the Credit Risk Analytics team with
projects in credit portfolio modeling, calibration of default probabilities and
other credit risk parameters and valuations.
Christian frequently writes articles for RISK magazine and other journals
and books in the area of quantitative finance and banking. He has
coauthored three books ‘Structured Credit Portfolio Analytsis, Baskets &
CDOs’ (Chapman ‘07), ‘Kreditrisikomessung’ (statistical methods in credit
risk) (Springer ’06), and ‘An Introduction to Credit Risk Modeling’
(Chapman ‘03). He regularly speaks at conferences and workshops like
RISK's Credit Risk Summit, Quant Congresses, workshops at universities
and credit risk and portfolio management events.
Christian holds a Masters degree (Dipl.-Math.) in Mathematics and
Informatics, and a Doctoral degree (Dr. rer. nat.) in Mathematics. He was a
postdoctoral fellow at Cornell University.
HypoVereinsbank in Munich where his team evaluated asset-backed
securities for the investment teams as well as for the structuring and
securitization teams. His first position in credit risk was with Deutsche
Bank in Frankfurt where he worked in the Credit Risk Analytics team with
projects in credit portfolio modeling, calibration of default probabilities and
other credit risk parameters and valuations.
Christian frequently writes articles for RISK magazine and other journals
and books in the area of quantitative finance and banking. He has
coauthored three books ‘Structured Credit Portfolio Analytsis, Baskets &
CDOs’ (Chapman ‘07), ‘Kreditrisikomessung’ (statistical methods in credit
risk) (Springer ’06), and ‘An Introduction to Credit Risk Modeling’
(Chapman ‘03). He regularly speaks at conferences and workshops like
RISK's Credit Risk Summit, Quant Congresses, workshops at universities
and credit risk and portfolio management events.
Christian holds a Masters degree (Dipl.-Math.) in Mathematics and
Informatics, and a Doctoral degree (Dr. rer. nat.) in Mathematics. He was a
postdoctoral fellow at Cornell University.
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