I am head of Group Risk Control of Erste Bank, one of the largest banks in Central Europe. In my department we deal with credit risk, market risk, operational risk, risk bearing capacity calculation, and rating methods.
Here you find a (not updated) list of my papers and my presentations.
In the summer semester I give a lecture on Financial Statistics
(Statistik in der Finanzwirtschaft).
You can go on to my collection of some more or less
interesting WWW sites or to the
home page of our
site.
A.Weingessel at ci.tuwien.ac.at
Last modified: 2007-09-03 by Andreas Weingessel