Annabelle Kehl-Beckmann

Professor Annabelle Kehl-Beckmann serves as Head of University at Deutsche Bundesbank University of Applied Sciences, holding a full professorship in quantitative finance. Her academic leadership includes membership in the University Senate and oversight of academic operations.

Her research focuses on extreme value theory applications in financial risk modeling, with specialized expertise in event risk quantification, market/credit risk parameterization, and jump-diffusion processes. Key contributions include developing generalized Pareto models with time-varying thresholds for tail risk estimation in equity markets and banking supervision contexts.

Publications since 2009 demonstrate consistent specialization in extreme value modeling for financial risk, with recurring themes in equity event risk, credit derivatives valuation, and regulatory capital frameworks. Her work bridges theoretical statistics with practical banking supervision requirements.

Teaching responsibilities encompass advanced quantitative finance topics including:

• Stochastics and financial mathematics
• Credit portfolio modeling
• Rating validation procedures
• Interest book present value management
• Market risk model development

Professional development includes significant industry engagement through workshops with Deutsche Bundesbank, DekaBank, and HSH Nordbank, alongside management of third-party-funded research projects in extreme value modeling.