Dr. Martin Reinhard

Angestellt, Partner, Capital Markets, Deloitte Luxembourg

Luxemburg, Grand Duchy of Luxembourg, Luxembourg

Skills

Bewertung linearer/nicht lin. Finanzinstrumente
Zinsstrukturmodelle/Short Rate Modelle (Hull-White
Black-Karasinski
...)
FrontArena
OTC-Derivate
Basel II
Basel III
Säule I
Kreditrisiko
Marktrisiko
OpRisk
(A)IRB Ansätze
PD
LGD
EAD
Use Test
Partial Use
AMA Ansätze (Frequency-Severity Approach)
Säule II
ICAAP
Liquiditätsrisiko
Cash Flow Matching
Survival Periods
Notfallkonzepte
Stresstesting
Säule III
Disclosure
Risikomodellierung
UCITS IV (EU-Direktive
CESR Guidelines)
Limitart
Limitsystem
Konsistenz Risikoprofil
Commitment Approach
Interne Modelle
VaR
CVaR (Expected Shortfall)
Risikofaktoren
Zeitreihenmodelle
EWMA
Leverage GARCH T
t-Verteilung
Delta/Gamma Approximation
Full Valuation
Varianz-Kovarianz-Ansatz
Monte Carlo Simulation
Backtesting
Reverse Stresstesting
Reporting
Verkaufsprospekte
Leverage Berechnung
Leverage Disclosure
Analyse und Prognose von Anlagevorschlägen (Pre-In
SRRI (KIID)
Indexuniversum
Benchmarking
Target Asset Mix
Fondsklassifizierung
Outsourcing

Timeline

Professional experience for Martin Reinhard

  • Current 2 years and 11 months, since Jun 2021

    Partner, Capital Markets

    Deloitte Luxembourg
  • Current 2 years and 11 months, since Jun 2021

    Partner, Capital Markets

    Deloitte Luxembourg
  • Current 8 years and 7 months, since Oct 2015

    Associate Partner

    KPMG Luxembourg, Société coopérative

  • 3 years and 8 months, Oct 2017 - May 2021

    Partner

    KPMG Luxembourg, Societé coopérative

  • 1 year, Oct 2014 - Sep 2015

    Director

    KPMG Luxembourg, société coopérative

  • 6 years and 7 months, Apr 2008 - Oct 2014

    Senior, Assistant Manager, Manager, Senior Manager

    KPMG Luxembourg
  • 5 years, Apr 2003 - Mar 2008

    wiss. Mitarbeiter

    Uni Trier

    wiss. Mitarbeiter/Forschung und Lehre

  • 5 years, Apr 1998 - Mar 2003

    Student

    Uni Trier

    Studium der Wirtschaftsmathematik

Educational background for Martin Reinhard

  • 5 years, Apr 2003 - Mar 2008

    Angewandte Analysis

    Uni Trier

  • 5 years, Apr 1998 - Mar 2003

    Angewandte Analysis / Geld, Kredit, Finanzierung

    Uni Trier

Languages

  • German

    First language

  • English

    Fluent

Interests

Sport (Fußball
Tennis
Ski
...)
Kino
Reisen

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