Dr. Breuer, Thomas
Thomas is the Professor of Mathematical
Statistics and Director of the Research Centre
PPE at the Vorarlberg University of Applied
Sciences in Dornbirn, Austria where he has
worked from 1999. His research focus in
finance is on stress testing methods, the
integration of credit and market risk models, risk
measures and portfolio selection. He has been
involved with numerous funded projects on risk
Thomas is the Professor of Mathematical
Statistics and Director of the Research Centre
PPE at the Vorarlberg University of Applied
Sciences in Dornbirn, Austria where he has
worked from 1999. His research focus in
finance is on stress testing methods, the
integration of credit and market risk models, risk
measures and portfolio selection. He has been
involved with numerous funded projects on risk
| Risk Knowledge Network, Inc. |
Risk Who's Who™
management.
Prior to this, Thomas worked for a year at the Austrian Central Bank where
he led on-site and off-site teams supervising market and credit risk models
at commercial banks. He has worked with the Austrian Academy of
Sciences as the EU-Coordinator and at the Universität zu Köln.
Thomas has published significantly in refereed journals, in edited
volumes, books and monographs. He speaks at industry and academic
events in Europe including on the interaction between credit and market
risk, stress testing and portfolio selection.
Thomas holds many degrees including an MSc in Theoretical Physics from
ETH Zürich and a PhD from the University of Cambridge where he won the
Arnold Gerstenberg-Prize. He has been a Research Fellow in Mathematics
at Princeton.
Prior to this, Thomas worked for a year at the Austrian Central Bank where
he led on-site and off-site teams supervising market and credit risk models
at commercial banks. He has worked with the Austrian Academy of
Sciences as the EU-Coordinator and at the Universität zu Köln.
Thomas has published significantly in refereed journals, in edited
volumes, books and monographs. He speaks at industry and academic
events in Europe including on the interaction between credit and market
risk, stress testing and portfolio selection.
Thomas holds many degrees including an MSc in Theoretical Physics from
ETH Zürich and a PhD from the University of Cambridge where he won the
Arnold Gerstenberg-Prize. He has been a Research Fellow in Mathematics
at Princeton.
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
| |
 |
