Dr. Patrick Hauf
Dr. Patrick Hauf
ZHAW
School of Management and Law
Fachstelle für Asset Management
Technoparkstrasse 2
8400 Winterthur
Personal profile
Position at the ZHAW
Senior Lecturer
https://www.zhaw.ch/en/sml/institutes-centres/iwa/
Expertise and research interests
Risk Management, Asset Pricing, Portfolio Management, Financial Engineering, Statistical Analysis, Regulatory Reporting
Educational background
2018 Dr. rer. pol. (Universität Konstanz)
2014 Designated Financial Risk Manager (FRM) by GARP
2011 Master of Mathematical Finance/ Diplom Finanzökonom math. (Universität Konstanz)
Professional milestones
07/2019 - 03/2021: Head of interest risk module and Product Advisor at BearingPoint RegTech Switzerland (FiRE), Regulatory Reporting Specialist
05/2011 - 06/2019: Firmwide Lead Cluster Risk Governance/Stresstesting at BearingPoint. Before: completed multiple projects in the area of risk and asset management in the financial services industry in Switzerland, Liechtenstein, UK & German as
Analyst/Consultant/Senior Consultant.
Publications
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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
"Zinsrisiken im Anlagebuch (IRRBB) effektiv modellieren und umsetzen", joint with Stefan Trummer, published March 2021 in BankPraktiker, www.fch-gruppe.de/Beitrag/17066/zinsrisiken-im-anlagebuch-irrbb-effektiv-modellieren-und-umsetzen
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
Other contributions
"New Computing Architectures Meet 'Interest Rate Risk in the Banking Book'", joint with Stefan Trummer, published June 2021 in Risk Intelligence by Global Association of Risk Professionals (GARP), www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2