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Klaus Böcker Head of Methods, Risk Management & Control at Deutsche Pfandbriefbank

Profile

Since 2011 Klaus has been Director and Head of Methods in the Risk Management and Control department of Deutsche Pfandbriefbank AG (pbb). In this capacity he is responsible for the pbb’s ICAAP risk models with particular focus on economic capital, market risk, and counterparty credit risk. He is also in charge of the bank’s XVA methodology and calculations. In January 2019, Klaus will be joining PwC's Quantitative Risk Advisory team in Germany as a Senior Manager. Klaus has been conducting research in various fields of finance where he has authored and co-authored several articles that have been published in recognised finance and mathematical journals. In 2007, 2008 and 2010 he won the prestigious PRMIA Institute’s Award for New Frontiers in Risk Management. Klaus is a member of the Editorial Board of the Journal of Risk Management in Financial Institutions and a member of the Munich steering committee of the Professional Risk Managers' International Association (PRMIA). Klaus is editor of the two-volume book "Rethinking Risk Measurement" (2010), frequent speaker at international risk conferences and author of several reviewed articles about risk. Klaus holds a degree in Theoretical Physics and a PhD in Mathematics from the Munich University of Technology.