Dr. Patrick Hauf
Dr. Patrick Hauf
ZHAW
School of Management and Law
Fachstelle für Asset Management
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Focus
- Regulatory Reporting
- Risk Management, Asset Pricing, Portfolio Management, Financial Engineering, Statistical Analysis
Teaching
- Performance Management (Master Level, ZHAW)
- Risk Management (Master Level, ZHAW)
- Risk Management (Master Level, Uni Konstanz)
- Financial Instruments and Portfolio Theory (Bachelor-Level, ZHAW)
- Active Investment Management (Bachelor-Level, ZHAW)
- Bank Management (Bachelor-Level, ZHAW)
Experience
- Head of interest risk module and Product Advisor at BearingPoint RegTech Switzerland (FiRE), Regulatory Reporting Specialist
BearingPoint RegTech/Regnology
07 / 2019 - 03 / 2021 - Analyst/Consultant/Senior Consultant up to Firmwide Lead Cluster Risk Governance & Stresstesting
BearingPoint
05 / 2011 - 06 / 2019
Education and Continuing education
Education
- Dr. rer. pol. / Economics/Finance
University of Konstanz
10 / 2014 - 12 / 2018 - Master of Mathematical Finance / Mathematical Finance
University of Konstanz
09 / 2005 - 04 / 2011 - 1-year semester abroad / Finance and Statistics
University of Calfornia, San Diego (UCSD)
09 / 2007 - 07 / 2008
Continuing Education
- CAS in Higher Professional Education
ZHAW Schol of Management and Law
12 / 2023 - Financial Risk Manager (FRM)
Global Association of Risk Professionals (GARP)
2014
Network
Membership of networks
Awards
- Teaching award (“Lehrpreis NachwuchswissenschaftlerInnen”)
Department of Economics at the University of Konstanz
12 / 2020 - Innovation Award
BearingPoint
09 / 2013 - Scholarship
Studienstiftung des deutschen Volkes
04 / 2005
Social media
Projects
- Data Driven Financial Risk and Regulatory Reporting (DaDFiR3) / Team member / Project ongoing
- Vontobel Financial Planning / Deputy project leader / Project completed
- Kundenzentrierte Anlageberatung: Entwicklung eines "Customer Expectations Configurator" / Team member / Project completed
Publications
-
Breymann, Henriette Elise; Hauf, Patrick; Künzle, Christoph,
2024.
Venturing into new ways of regulatory reporting and systemic risk analysis
.
In:
Banking Resilience: New Insights on Corporate Governance, Sustainability and Digital Innovation.
Singapur:
World Scientific.
pp. 417-452.
Transformations in Banking, Finance and Regulation ; 9.
Available from: https://doi.org/10.1142/9781800614291_0012
-
Hauf, Patrick; Posth, Jan-Alexander,
2023.
Silicon Valley Bank : (Why) Did regulation and risk management fail to uncover substantial risks?.
SSRN.
Available from: https://doi.org/10.2139/ssrn.4411102
-
Ahmad, Sabahat; Hauf, Patrick; Seiberlich, Ruben R.,
2022.
Analyzing spillover effects of the gamestop squeeze on short interest.
SSRN.
Available from: https://doi.org/10.2139/ssrn.4038475
-
Hauf, Patrick; Trummer, Stefan,
2021.
New computing architectures meet 'interest rate risk in the banking book'.
Risk Intelligence.
Available from: https://www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2
-
Ahmad, Samahat; Hauf, Patrick; Seiberlich, Ruben,
2022.
Analyzing spillover effects of the GameStop squeeze on short interest.
In:
Annual Event of Finance Research Letters 2022 CEMLA Conference, Mexico City, Mexico, 21-22 April 2022.
-
Hauf, Patrick,
2022.
Wieviel KI-Potential steckt im Schweizer Finanzplatz?.
In:
Finance Circle, Winterthur, Schweiz, 14. November 2022.
Publications before appointment at the ZHAW
- "Zinsrisiken im Anlagebuch (IRRBB) effektiv modellieren und umsetzen", joint with Stefan Trummer, published March 2021 in BankPraktiker
- Dissertation with 3 essays at Universität Konstanz: “Uncovering the role of tone: Evidence from CEO dismissals”, joint with Nadja Younes (e.g., presented at PFMC in Paris, 2016) “Does corporate governance matter for companies in the spotlight?”, joint with Frederic Menninger (e.g., presented at PFMC in Paris, 2017) “True sentiment and the stock market: Playing Hide and Seek”, Working Paper