english | deutsch
Suchfunktion

Dr. Christian Schmaltz

Associate Research Fellow at the Centre for Practical Quantitative Finance
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).



Contact

Marie-Noelle Biemer
Assistant CPQF
Academic Programmes
Sonnemannstraße 9-11, 60314 Frankfurt am Main
Room: 130
Tel.: +49 (0)69 154008-734
Fax.: +49 (0)69 154008-4734
send e-mail