Christian Cech

Christian Cech is a Professor at FH des BFI Vienna, serving as Department Head and Lecturer specializing in financial risk management and regulatory compliance. His institutional role centers on bridging academic research with banking practice through the Fachhochschule's applied science framework.

His research focuses on quantitative risk modeling using copula-based methods to estimate Value-at-Risk and Expected Shortfall, with particular emphasis on Basel III regulatory requirements for banks. He investigates multivariate return distributions, capital adequacy frameworks, and liquidity risk measurement, contributing to financial stability through precise risk quantification methodologies. Recent work extends into climate-risk econometrics and regulatory reporting systems.

Analysis of his 15 most recent publications reveals a consistent trajectory from foundational Basel II/III transition research toward integrated risk frameworks. His 2019-2022 output demonstrates growing interdisciplinary scope, connecting financial regulation with environmental economics while maintaining core expertise in copula-based portfolio modeling and regulatory reporting standards.