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 teaching and supervision of Master students focusses on Quantitative Finance and Actuarial Science. The other four days of the week he is heading the Liabilities, Modelling & Change team at Athora Netherlands.
Career
May 2012 - present
Lecturer, Econometrics and Operations Research (half a day a week)
Jan 2021 - present
Head of Liabilities Modelling & Change, Athora Netherlands
July 2014 - Jan 2021
Head of Modelling, Athora Netherlands/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
Quantitative modelling (SNS Reaal/Vivat/Athora NL)
16 Apr 2009 → …
Keywords
- Risk Models
- Econometrics
- Paneldata And Latent Variables
- Estimation Theory
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 1 No Poverty -
SDG 8 Decent Work and Economic Growth -
SDG 10 Reduced Inequalities
Fingerprint
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Private equity and regulatory capital
Bongaerts, D. & Charlier, E., 2009, In: Journal of Banking & Finance. 33, 7, p. 1211-1220Research output: Contribution to journal › Article › Scientific › peer-review
16 Link opens in a new tab Citations (Scopus) -
Private Equity and Regulatory Capital
Bongaerts, D. & Charlier, E., 2008, Tilburg: Econometrics, 35 p. (CentER Discussion Paper; vol. 2008-52).Research output: Working paper › Discussion paper › Other research output
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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 paper › Discussion paper › Other research output
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Guaranteed return contracts: Invest in them or in the equity of the financial company issuing these contracts
Charlier, E., 2005, In: Defacto: Periodiek van de Faculteit der Economische Wetenschappen KUB. 19, 6, p. 36-39Research output: Contribution to journal › Article › Popular
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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 journal › Article › Scientific › peer-review
13 Link opens in a new tab Citations (Scopus)