Dr. Christian Schmaltz
Former PhD student at the CPQF
From October 2005 to March 2009, I was a PhD-student at Frankfurt School in the field of ‘Liquidity’. Among the three notions of liquidity (Market Liquidity, Institutional Liquidity, National Liquidity), I focus on institutional liquidity in general, and Bank’s liquidity management in particular.
Prior to my PhD-studies, I was a Düsseldorf-based consultant for Financial Risk Solutions with Deloitte (2004-2005). During that time, I worked on projects of IRS Macro Hedge Accounting, Rating Validation in Basel II, Valuation of Financial Instruments and Backtesting of an Internal Loan Pricing Model. I hold a Diplom in Wirtschaftsingenieurwesen from Technical University Karlsruhe (2003) and a Master in Economics from Paris I (2002).
