Dr. Wolfgang Reitgruber

evelopment of credit risk related methods on basis of regulatory (Basel II/III A-IRB) and accounting (IFRS 9) standards. Introduction of the EL backtest (published in the Journal of Risk Model Validation 09/2013, presented at various international conferences and available as webinar). Since August 2014 intensive cooperation with the Institute of Management Sciences (TU Vienna). Outlook: Production of tools and methods to support the rollout of IFRS 9 in the banking sector.

Responsible for development of credit risk methods (rating, scoring, EAD, LGD, risk mitigation) in a Basel II / A-IRB framework. Primary coverage is the Austrian portfolio, starting from retail (private individuals, small business) up to corporate clients and real estate projects. In CEE, support with varying intensity is given, from pure coaching to more specific development support. Since October 2011: FVP Before: Teamleader, responsible for PD and EAD

Soll-Ist Vergleiche, Planung und sonstige G&V Analysen

Verantwortung für das analytische Risikomanagement - Verlustprognosen, Reservemodelle, Scoringmodelle

Forschungsassistent am Institut für Ökonometrie, Operations Research und Systemtheorie, Prof. Manfred Deistler

Numerische Mathematik, numerische Integration mittels Pseudozufallszahlen ("good lattice points")

Informatik, Endokrinologie (Simulation von Insulin und Glukosewechselwirkungen)