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Market Risk Control in the FX Derivatives Market

Markets, especially in foreign exchange (FX) derivatives, are highly dynamic. Managing, identifying, reporting, modelling, and controlling the risks created by changes in these markets is the focus of the Market Risk Control department. Alongside credit and operational risks; assets that are traded or held in those financial environments are subject to a variety of risks such as price and liquidity changes, interest rate movements, currency fluctuations and the like. The talk introduces into the world of FX Derivatives markets and the work of a Market Risk Controller within.

Type of Seminar:
IfA Seminar
Dr. Frank Christophersen
UBS Zurich
Mar 11, 2009   17:15 /

ETL K 25
Contact Person:

Prof. Manfred Morari
No downloadable files available.
Biographical Sketch:
Frank Christophersen, born in Germany in 1975. He received his Diploma/M.Sc. degree in Engineering Cybernetics in 2002 from the University of Stuttgart. In 2000, he received a DAAD and Erasmus/Socrates-Scholarship for his studies in Systems and Control Theory at the Faculty of Applied Mathematics at the University of Twente, The Netherlands. He held a visiting researcher position at the University of Zagreb, Croatia, in 2006 and received in the same year his Ph.D. degree from the Automatic Control Laboratory at the ETH Zurich on "Optimal Control and Analysis for Piecewise Affine Systems". 2007, he published a monograph on the same topic in the LNCIS Springer series. Since May 2007, he holds a Market Risk Analyst position at UBS Investment Bank in Zurich.