Böcker, Klaus
Klaus is Senior Risk Controller in UniCredit
Group and team head of "Risk Analytics and
Methods" based in Munich, Germany. In this
capacity, one of his responsibilities is
overseeing all quantitative aspects of the group’
s economic capital model, in particular, risk
integration and allocation methodologies. This
role includes the development and
implementation of models for measuring
business risk, financial investment risk, and real
Klaus is Senior Risk Controller in UniCredit
Group and team head of "Risk Analytics and
Methods" based in Munich, Germany. In this
capacity, one of his responsibilities is
overseeing all quantitative aspects of the group’
s economic capital model, in particular, risk
integration and allocation methodologies. This
role includes the development and
implementation of models for measuring
business risk, financial investment risk, and real
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estate risk, as well as the construction and calculation of macroeconomic
stress tests to support the capital adequacy assessment at Holding and
divisional level.
Prior to his current assignment, Klaus was head of the team 'Methods and
Projects' at HypoVereinsbank AG Munich (HVB).
In 2007 and 2008 Klaus won the PRMIA Institute's Award for New Frontiers
in Risk Management related to his research in multivariate operational risk
and the interaction of market and credit risk.
Klaus has authored and co-authored several articles that have been
published in respectable finance and mathematical journals. He speaks at
leading events in Europe and the USA.
Klaus is a research fellow at the Center for Mathematical Sciences at the
Technische Universität München. His research includes operational risk,
credit risk, strategic risk and risk integration.
Klaus holds a Diploma in Theoretical Physics from the Max-Planck-Institut
für Physik, Munich and a university degree in Physics from the Technische
Universität München.
stress tests to support the capital adequacy assessment at Holding and
divisional level.
Prior to his current assignment, Klaus was head of the team 'Methods and
Projects' at HypoVereinsbank AG Munich (HVB).
In 2007 and 2008 Klaus won the PRMIA Institute's Award for New Frontiers
in Risk Management related to his research in multivariate operational risk
and the interaction of market and credit risk.
Klaus has authored and co-authored several articles that have been
published in respectable finance and mathematical journals. He speaks at
leading events in Europe and the USA.
Klaus is a research fellow at the Center for Mathematical Sciences at the
Technische Universität München. His research includes operational risk,
credit risk, strategic risk and risk integration.
Klaus holds a Diploma in Theoretical Physics from the Max-Planck-Institut
für Physik, Munich and a university degree in Physics from the Technische
Universität München.
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