dr.ir. G.W.P. (Erwin) Charlier
Universitair docente.charlier@uvt.nl
Faculteit Economie en Bedrijfswetenschappen
Econometrie en Operations Research
Expertise
Trefwoorden
Publicaties
Meest recente publicaties
- Bongaerts, D., & Charlier, E. (2009). Private equity and regulatory capital. Journal of Banking and Finance, 33, 1211-1220. Meer informatie
- Bongaerts, D., & Charlier, E. (2008). Private Equity and Regulatory Capital. (CentER Discussion Paper, 2008-52) pp. 1-35. Meer informatie
- Charlier, E. (2005). Guaranteed return contracts: Invest in them or in the equity of the financial company issuing these contracts. Defacto, 19(6), 36-39. Meer informatie
- Charlier, E., & Kleynen, R.H.M.A. (2005). Fair Valuation of Guaranteed Contracts: The Interaction Between Assets and Liabilities. (CentER Discussion Paper, 2005-64) pp. 1-38. Meer informatie
- Charlier, E., & Bussel, A. van (2003). Prepayment behaviour of Dutch mortgagors: An empirical analysis. Real Estate Economics, 31(2), 165-204. Meer informatie
Opleiding
Ph.D 1997: Limited Dependent Variable Models for Panel Data. Promotors: Prof. dr. Arthur van Soest en Prof. dr. Bertrand Melenberg
Carrière
Sept 1998 - heden Universitair Docent Assistant aan de Universiteit van Tilburg (één dag per week). Apr 2009 - heden Senior Risk Consultant bij de afdeling Group Risk Management van SNS REAAL. Oct 2008 - Feb 2009 Manager van de afdeling Credit Portfolio Modelling, onderdeel van Group Risk Management van ABN AMRO. July 2008 - Oct 2009 Risk Director Model Development bij Fortis. Jan 2004 - July 2008 Manager van de afdeling Credit Portfolio Modelling, onderdeel van Group Risk Management van ABN AMRO. Okt 2002 - Jan 2004 Senior Credit Risk researcher op de afdeling Credit Portfolio Modelling, onderdeel van Group Risk Management van ABN AMRO. Sept 1997 - Okt 2002 Researcher bij ABP vermogensbeheer en NIB Capital Asset Management.
Publicaties
Meest recente publicaties
- Bongaerts, D., & Charlier, E. (2009). Private equity and regulatory capital. Journal of Banking and Finance, 33, 1211-1220. Meer informatie
- Bongaerts, D., & Charlier, E. (2008). Private Equity and Regulatory Capital. (CentER Discussion Paper, 2008-52) pp. 1-35. Meer informatie
- Charlier, E. (2005). Guaranteed return contracts: Invest in them or in the equity of the financial company issuing these contracts. Defacto, 19(6), 36-39. Meer informatie
- Charlier, E., & Kleynen, R.H.M.A. (2005). Fair Valuation of Guaranteed Contracts: The Interaction Between Assets and Liabilities. (CentER Discussion Paper, 2005-64) pp. 1-38. Meer informatie
- Charlier, E., & Bussel, A. van (2003). Prepayment behaviour of Dutch mortgagors: An empirical analysis. Real Estate Economics, 31(2), 165-204. Meer informatie
Onderwijs
dr.ir. G.W.P. Charlier geeft de volgende vakken:
- Orientation QF/AS (35B602) Meer informatie
-
Risk Theory (35V5A2)
Meer informatie
Overige werkzaamheden
Senior Risk Consultant bij SNS REAAL (4 dagen per week).
Kamer K 521
Postbus 90153
5000 LE Tilburg
| Tel. | (013) 466 2061 |
| bgg. (013) 466 2340 | |
| Fax. | (013) 466 3280 |
| e.charlier@uvt.nl |
Universitair docent
Faculteit Economie en Bedrijfswetenschappen
Econometrie en Operations Research
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