معرفی
Erwin Charlier is a part-time Lecturer (half a day/week) in the Department of Econometrics and Operations Research at Tilburg University, affiliated with the Tilburg School of Economics and Management. Concurrently, he serves as Head of Liabilities Modelling & Change at Athora Netherlands. His academic work focuses on risk models, regulatory capital frameworks, and quantitative finance applications. He teaches courses in Quantitative Finance and Actuarial Science at Tilburg.
Research Interests: Charlier’s research spans regulatory capital requirements for financial institutions, private equity valuation, guaranteed contracts modeling, and mortgage prepayment behaviors. His work integrates econometric methodologies with practical applications in banking and insurance sectors.
Key Publications: Notable contributions include studies on private equity regulatory capital models (2008-2009), fair valuation of guaranteed contracts (2005), and Dutch mortgage prepayment analysis (2003). These works address Basel II compliance, asset-liability management, and empirical financial behavior.
Professional Roles: Beyond academia, Charlier has held senior roles in risk management at institutions like SNS REAAL, VIVAT, ABN AMRO, and Fortis, focusing on capital adequacy, stress testing, and credit portfolio modeling.
Labs/Teams: Active in Tilburg’s Econometrics research group, he collaborates with industry partners through his dual academic-practice role.
