Primary navigation:

QFINANCE Quick Links
QFINANCE Topics
QFINANCE Reference

Home > Contributor Biographies > Marius Bochniak

Contributor Biographies

Marius Bochniak

Risk Standards and Methods Team, Lloyds TSB Bank, London, UK

Marius Bochniak has been educated at the Technical University of Kaiserslautern. From 1995 to 2000 he worked at the Technical University of Stuttgart specialising in development and implementation of mathematical models in continuum mechanics. After he received a PhD in mathematics in 2002 he moved to the Faculty of Mathematics and Economics at the University of Ulm where he was appointed junior professor in applied mathematics in 2002. In 2006 he moved to the Risk Methodology and Analytics department of the HypoVereinsbank in Munich where he worked on the development of various market risk models. Since January 2011 he works in the Risk Standards and Methods Team of Lloyds TSB Bank in London.


Articles by this Author

  • Modeling Market Risk
    by Marius Bochniak
    Every financial institution with a portfolio exposed to market risk should have a model in place which is designed to measure that risk. Such a model allows one to control and to limit the market risk taken by each desk or by the traders and to charge each portfolio position a cost of capital required to cover its market risk. Success in meeting these objectives serves the interests of the stakeholders in the firm.The measures of market risk...

Back to top

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share