Dr. Ingo Fahrner
Senior managerWith decades of experience in the financial sector, Ingo developed valuation models for trading desks and insurers. Ingo is an expert in solving regulatory requirements and has both the theoretical knowledge and the practical experience to develop and implement the optimal valuation method for trading and risk management alike.
Building the Market Risk System
One of Germany’s largest banks replaced the existing pricing kernel for their market risk system by an in-house development, using the front office pricing library. Moreover, several business processes were included leading to a more concise and simplified set-up and therefore yielded a considerably cost reduction.
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