Since July 2007: Senior Specialist Financial Markets at a german bank
Old Affiliation: Institute of Finance, University of Ulm
News:
Due to some request I put the Benford Data Analysis (BDA) back to work.
You will find the tool at http:\\benford.posch.net
Sorry for the inconvenience with the ads, my webserver does not support
PHP. Any comments on the program, ideas on digital analysis etc. --
send me an email. thanks.
Questions, comments, etc. much appreciated ( email me)
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Credit
Risk Modeling using Excel and VBA with DVD, Wiley Finance (2007, with G. Löffler) More information about our book can be found at www.loeffler-posch.com |
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On
the dynamics of credit risk. An econometric analysis, PhD
thesis, 2007. (Category: Dissertation 2008, 2nd price) More information |
· Bayesian
Methods for Improving Credit Scoring Models.
(2005, with G. Löffler & Ch. Schöne)
· Time
to change. Rating changes and Policy Implications (2006)
·Ziffernanalyse
in der Fälschungsaufspürung.
Das Benford-Phänomen und Steuererklärungen in Theorie
und Praxis. (2004)
· A
Survey of Sequences and Distribution Functions satisfying the
First-Digit-Law, Journal of Statistics & Management
Systems (2008), vol 11, No.1, pp. 1-19.
· Benford or Not-Benford? How to
test for the First Digit Law. (2004)
· Analysing Digits for Portfolio Formation and Index
Tracking, Journal of Asset Management 7,1 (2006, with W.A.
Kreiner)
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Economics (Volkswirtschaftslehre) & Philosophy
Rheinische
Friedrich-Wilhelms University of Bonn, Germany
Master thesis on probability theory of digit
distributions with applications
Supervisors: Klaus Schürger, Dieter Sondermann
University of Ulm, Germany
Supervisor: Gunter
Löffler
Memberships
WHU Campus for Finance, Vallendar, Germany
Winner of the 3rd Best Paper Award
GOR 2006, Karlsruhe
Workshop Kreditrisikomanagement, University of Innsbruck, Austria
Workshop Kreditrisikomanagement, University of Innsbruck, Austria
10th Symposium in Banking & Finance, University of Karlsruhe, Germany
XIII Foro de Finanzas, Madrid, Spain (accepted, not attended)
Finance Research Unit University of Copenhagen, Denmark
German Finance Association (DGF), Augsburg, Ph.D. Workshop
Hypo Vereinsbank (HVB) Ph.D.Workshop Süddeutschland, Regensburg
Hypo Vereinsbank (HVB) Business Academy, Munich
Joint Research Workshop, University of St. Gallen & University of Ulm, Ulm, Germany.
Greta CREDIT 2004 , Venice, Italy.