Christian Schmaltz

Associate professor

Christian Schmaltz

Profile

Adjunkt
Member of the Finance Section

Research Secretaries: Solveig Nygaard Sørensen and Bodil Krog

1. Short CV

  • Assistant Professor
  • Dr. rer. pol., Frankfurt School of Finance and Management, Germany, 2009
  • M.A. in Economics, Université Panthéon-Sorbonne (Paris I), 2002
  • Dipl.-Wi.-Ing., Universität Karlsruhe (TH), 2003

Christian earned a Master in Economics from Paris I in 2002 and a Dipl.-Wi.-Ing. degree from Universität Karlsruhe (TH) in 2003. Subsequently, he worked for Deloitte, Financial Risk Solutions (Germany, Düsseldorf) assisting banks in managing and measuring financial risks. His projects spanned from IFRS-implementation to derivative pricing. From 2005-2009, Christian earned his PhD "with summa cum laude" on "Quantitative Liquidity Models in Banks" with a good timing as the financial crisis has proven deficiencies in that area. From 2008 to 2011, Christian worked for two London-based consulting companies with a focus on capital management and banking regulation. From 2011 onwards, Christian works as assistant professor at Aarhus university. His research interest is linked to his professional experience in banking and risk management. He studied the optimal organizational setup for bank treasuries, the lending capacity in a banking sector, the optimal compliance to the new Basel III-rules and the modelling of term deposits. He remains affiliated to the industry via the True North Institute, his participation in numerous industry conferences and running several industry seminars.

CV for download

2. Research

I'm interested in applied research. Therefore, my preferred question is "Why does it matter"? 

  • Bank regulation
  • Basel III
  • Bank management
  • Systemic risk
  • Liquidity management

3. Teaching

  • Portfolio Theory and Investment Analysis (Master's level)
  • International Corporate Finance (Bachelor's level)
  • Liquidity Risk Management (MBA, Moscow Finance Academy)

4. Project selection

  • Modelling of term deposits (Large German Bank)
  • Optimal Compliance under Basel III (German Saving and Loan Association, Bundesbank)

5. External links

 

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