Rethinking Valuation and Pricing Models

Editors

Dr. Carsten S. Wehn is head of the risk modelling team at DekaBank, Frankfurt, where he is responsible for the risk methods for market and credit risks in a portfolio context. Risk modelling also is responsible for validation the risk models and the regular development with respect to new regulatory or business requirements. The team is also responsible for the operational controlling of credit risks in the ICAAP framework. In his career, he administered several different roles like the heading of the market risk control team where he was responsible for the measurement of market and liquidity risk of the bank and the development of risk methods and models as well as the validation of the adequacy of the respective risk models. Before ...