Photo of Erwin Charlier
  • Warandelaan 2, Koopmans Building, room K 508

    5037 AB Tilburg

    Netherlands

19942009
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Personal profile

Research interests

For half a day a week, Erwin Charlier is affiliated to the Department of Econometrics and Operations Research of Tilburg University. His education focusses on the Quantitative Finance and Actuarial Science courses. The other four days of the week he is heading the Modelling team of VIVAT Verzekeringen - Risk.

Career

May 2012 - present

Lecturer, Econometrics and Operations Research (half a day a week)

July 2014 - present

Head of Modelling, VIVAT

Sept 2012 - July 2014

Unit Manager Capital Adequacy Management, Group Risk Management of SNS REAAL

Sept 1998 - May 2012

Assistant Professor at Tilburg University (one day a week).

Sept 2010 - Sept 2012

Head of Economic Capital and Stress Testing, Group Risk Management of SNS REAAL

Apr 2009 - Sept 2010

Senior Risk Consultant at Group Risk Management of SNS REAAL.

Oct 2008 - Feb 2009

Head of Credit Portfolio Modelling at Group Risk Management of ABN AMRO.

July 2008 - Oct 2008

Risk Director Model Development at Fortis.

Jan 2004 - July 2008

Head of Credit Portfolio Modelling at Group Risk Management of ABN AMRO.

Oct 2002 - Jan 2004

Senior Credit Risk researcher at Group Risk Management of ABN AMRO.

Sept 1997 - Oct 2002

Researcher at ABP Investment Management and NIB Capital Asset Management.

Current courses

Click here for my courses.

External positions

(SNS Reaal)

16 Apr 2009 → …

Keywords

  • Risk Models
  • Econometrics
  • Paneldata And Latent Variables
  • Estimation Theory

Fingerprint Dive into the research topics where Erwin Charlier is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 5 Similar Profiles
Estimator Business & Economics
Fixed effects Business & Economics
Panel data Business & Economics
Semiparametric model Business & Economics
Expenditure Business & Economics
Capital requirements Business & Economics
Equity capital Business & Economics
Regulatory capital Business & Economics

Research Output 1994 2009

Private equity and regulatory capital

Bongaerts, D. & Charlier, E., 2009, In : Journal of Banking and Finance. 33, 7, p. 1211-1220

Research output: Contribution to journalArticleScientificpeer-review

Private equity
Capital requirements
Equity capital
Regulatory capital
Structural model

Private Equity and Regulatory Capital

Bongaerts, D. & Charlier, E., 2008, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 2008-52).

Research output: Working paperDiscussion paperOther research output

File
Private equity
Capital requirements
Equity capital
Regulatory capital
Structural model

Fair Valuation of Guaranteed Contracts: The Interaction Between Assets and Liabilities

Charlier, E. & Kleynen, R. H. M. A., 2005, Tilburg: Econometrics, 38 p. (CentER Discussion Paper; vol. 2005-64).

Research output: Working paperDiscussion paperOther research output

Liability
Assets
Interaction
Equity
Risk-return

Prepayment behaviour of Dutch mortgagors: An empirical analysis

Charlier, E. & van Bussel, A., 2003, In : Real Estate Economics. 31, 2, p. 165-204 39 p.

Research output: Contribution to journalArticleScientificpeer-review