Pieter Klaassen

Pieter KlaassenBy Pieter Klaassen, Managing Director of Firmwide Risk Aggregation at UBS A.G. He holds a PhD in operations research from the MIT Sloan School of Management. He has global responsibility for development and refinement of economic capital models for cedit, country, market, operational, interest-rate and business risk. In this position he has close interaction with business, finance, ALM and other risk management departments concerning the application of these models for performance, risk, portfolio and capital management. He is also responsible for quantification of EC for additional risks, and establishment of internal capital adequacy assessment and global responsibility for development and refinement of the bank's counterparty exposure methodologies for derivatives. Read More Read Less

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Economic Capital45 %
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Release:
22 Jul 2009
Language:
English
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Economic CapitalNR
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14 May 2014
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