Eric SchaanningChief Risk Officer & Member of the Executive Committee at LenotaqSpeaker
Profile
Eric Schaanning is Group Chief Risk Officer of Leonteq AG, a Zurich-based structured products specialist. Before joining Leonteq he held senior risk roles at Nordea, UBS and Credit Suisse, and earlier served as a principal financial stability expert at the European Systemic Risk Board and Norges Bank. Eric holds a PhD in mathematics from Imperial College London and an MSc from ETH Zürich. He teaches executive education courses on asset-liability management and IRRBB at the University of Zurich, and trading book risk management at ETH Zürich. His paper on ALM reverse stress testing won the 2024 Swiss Risk Award and his published research includes joint work with Rama Cont on fire sales, indirect contagion, and systemic stress testing.
Agenda Sessions
Stress testing: current and future challenges
, 12:20View Session
