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Jerome L. Kreuser

Executive Director & Founder, The RisKontrol Group GmbH, Bern, Switzerland

Jerome L. Kreuser is executive director and founder of the RisKontrol Group in Bern, Switzerland. He holds a PhD in mathematical programming/numerical analysis and a master's in mathematics from the University of Wisconsin. He specializes in strategic asset-liability and risk management for sovereigns, (re) insurance, pension funds, and hedge funds. He develops and consults on risk management systems which apply dynamic stochastic optimization models integrated with stochastic processes that orginated in a project he undertook at the World Bank, where he held various posts from 1974 to 1998. Kreuser has served as a reserves management adviser to the IMF and is an adjunct full professor of operations research at George Washington University. He is editor of a series on risk management for sovereign institutions for Henry Stewart Talks.

Articles by this Author

  • Correcting the Financial Crisis Failures of Asset-Liability Management (ALM) Risk Management
    by Jerome L. Kreuser
    Asset–liability management (ALM) is a term whose meaning has evolved. Its use began in banks and insurance companies and has now extended to most financial institutions and corporations. The term risk management has also evolved. When we use the term “ALM risk management,” we do so in the spirit of Zenios and Ziemba (2007).1 We use the term ALM for managing institutional strategic objectives over a period measured in months and years. A suitable...

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