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Alexander Reisz is a lead modeling expert in the Market Risk Analysis Division within Supervision Risk & Analysis at the Office of the Comptroller of the Currency (OCC).
Prior to joining the OCC in 2004, Dr. Reisz was an Assistant Professor of Finance at Baruch College (City University of New York), and also taught at the Martin-Luther-Universität in Halle-Wittenberg and at the Handelshochschule (HHL) in Leipzig. Dr. Reisz earned an undergraduate degree in mathematics and philosophy from Lycée Carnot in Paris, a BBA and MBA from HEC School of Management in Paris, and an international management degree (emphasis in option pricing) from the University of California at Berkeley (after a one-year research fellowship at Northwestern University in Evanston, Ill.). He also earned an M.Phil. and a Ph.D. in Finance from the Stern School of Business at New York University. His dissertation investigated the effect of Temporal Resolution of Uncertainty on the pricing of contingent claims, in particular corporate bonds.
Dr. Reisz has specialized in the supervision fields of Counterparty Credit Risk and (Structured) Credit Derivatives. His research interests are more generally in asset pricing (contingent claims pricing models), credit risk, and corporate finance (with further interests in behavioral and experimental economics/bounded rationality), and his research can be found here.