Prof. Dr. Paul Embrechts
Paul Embrechts is Professor of Mathematics at the ETH Zurich specialising in actuarial mathematics and quantitative risk management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College).
Dr. Embrechts has held visiting appointments at the University of Strasbourg, ESSEC Paris, the Scuola Normale in Pisa and the London School of Economics (Centennial Professor of Finance). He is an Elected Fellow of the Institute of Mathematical Statistics, Honorary Fellow of the Institute of Actuaries, and the Faculty of Actuaries, Corresponding Member of the Italian Institute of Actuaries and is on the editorial board of numerous scientific journals. He belongs to various national and international research and academic advisory committees. He has given numerous special invited and named lectures at international conferences and academic institutions.
He co-authored the influential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997 and "Quantitative Risk Management: Concepts, Techniques and Tools", Princeton UP, 2005 and is author of over a 100 scientific publications.
He is a co-founder and current director of RiskLab at the ETH Zurich. Among the numerous prizes and rewards, he is the recipient of the prestigious 2004-INA International Prize in Mathematics and Insurance by the Accademia Nazionale dei Lincei, Rome.
Dr. Embrechts consults for a number of leading financial institutions and regulators, and is a member of the Board of Directors of companies in insurance and banking.
Prof. Dr. Rüdiger Frey
Rüdiger Frey is Professor for Financial Mathematics and Optimization at the University of Leipzig, Germany. Prior to that he held positions as Assistant Professor of Finance at the University of Zurich and as UBS research fellow in financial mathematics at the ETH Zurich. He holds a diploma in mathematics from the University of Bonn where he received his PhD in 1996.
His main research fields are quantitative risk management, in particular credit risk modelling, and the analysis of derivatives under market frictions. Rüdiger is coauthor of the book "Quantitative Risk Management: Concepts Techniques & Tools" (Princeton University Press 2005, with Alex McNeil and Paul Embrechts) and has published research papers in leading academic journals. He is member of the academic advisory board of FITCH Group.
Dr. h.c. Gerhard Stahl
Since 1995 Gerhard Stahl has been a statistician at the Bundesanstalt für Finanzdienstleistungsaufsicht ( BaFin). Currently, he is heading the Risk Modelling Group
(QRM), the unit of the BaFin that is in charge of on-site inspections of risk management models and related principle work. Furthermore he is assigned to in representing the BaFin in several working groups in Basel and CEBS, the Committee of European Banking Supervisors.
Prior to joining the BaFin, Mr. Stahl had been a research fellow at the Economic Faculty of Heidelberg. He is member of the Advisory Board of the CASE Institute at Humboldt and Fellow of the Center for Financial Studies, Frankfurt. Currently he is holding a lectureship at the Faculty of Mathematics of the Albert Einstein University, Ulm.
Mr. Stahl holds a honorary doctoral degree (Dr. rer. pol. h. c.) from the University
His current research interests include the stochastics of risk management, the regulation and auditing of stochastic models for market, credit, liquidity and operational risk for financial institutions. He is a regular speaker on academic and practitioner's conferences devoted to risk management or related topics.