Dr. Dirk Tasche Risk Analyst, Deutsche Bundesbank, Germany

2 Talks

Dirk Tasche received a PhD in mathematics from Berlin University of Technology. After two years in the credit risk management division of a major German bank, he held postdoctoral research positions at statistics and finance institutes in Munich and Zurich before he joined the Deutsche Bundesbank in 2002. Dr. Tasche's... read morecurrent main area of work is the national implementation of the Basel II Capital Accord. He has published a number of papers on measurement and management of financial risks in the banking industry, with focus on capital allocation and statistical aspects of validation.