Universiteit van Tilburg -

Profile

Research

Teaching

Contact

G.W.P. (Erwin) Charlier

Assistant Professor
e.charlier@uvt.nl

Faculty of Economics and Business Administration
Department of Econometrics and Operations Research

Expertise

For one day a week, Erwin Charlier is affiliated to the Department of Econometrics and Operations Research of Tilburg University. His research focusses on the development of models to quantify (financial) risks. The models are applied to insurance contracts, private equity and prepayments on mortgages, among others. The other four days of the week he is a Senior Risk Consultant at SNS REAAL - Group Risk Management.

Key words

Publications

Most recent publications

Bongaerts, D., & Charlier, E. (2009). Private equity and regulatory capital. Journal of Banking and Finance, 33(7), 1211-1220. Further information
Bongaerts, D., & Charlier, E. (2008). Private Equity and Regulatory Capital. (CentER Discussion Paper, 2008-52) pp. 1-35. Further information
Charlier, E. (2005). Guaranteed return contracts: Invest in them or in the equity of the financial company issuing these contracts. Defacto, 19(6), 36-39. Further information
Charlier, E., & Kleynen, R.H.M.A. (2005). Fair Valuation of Guaranteed Contracts: The Interaction Between Assets and Liabilities. (CentER Discussion Paper, 2005-64) pp. 1-38. Further information
Charlier, E., & Bussel, A. van (2003). Prepayment behaviour of Dutch mortgagors: An empirical analysis. Real Estate Economics, 31(2), 165-204. Further information

Click here for the complete list of publications (Tilburg University Repository Publications only)

Education

Ph.D 1997: Limited Dependent Variable Models for Panel Data. Promotors: Prof. dr. Arthur van Soest and Prof. dr. Bertrand Melenberg

Career

Sept 1998 - present

Assistant Professor at Tilburg University (one day a week).

Apr 2009 - now

Senior Risk Consultant at Group Risk Management of SNS REAAL.

Oct 2008 - Feb 2009

Head of Credit Portfolio Modelling at Group Risk Management of ABN AMRO.

July 2008 - Oct 2008

Risk Director Model Development at Fortis.

Jan 2004 - July 2008

Head of Credit Portfolio Modelling at Group Risk Management of ABN AMRO.

Oct 2002 - Jan 2004

Senior Credit Risk researcher at Group Risk Management of ABN AMRO.

Sept 1997 - Oct 2002

Researcher at ABP Investment Management and NIB Capital Asset Management.

Publications

Most recent publications

Bongaerts, D., & Charlier, E. (2009). Private equity and regulatory capital. Journal of Banking and Finance, 33(7), 1211-1220. Further information
Bongaerts, D., & Charlier, E. (2008). Private Equity and Regulatory Capital. (CentER Discussion Paper, 2008-52) pp. 1-35. Further information
Charlier, E. (2005). Guaranteed return contracts: Invest in them or in the equity of the financial company issuing these contracts. Defacto, 19(6), 36-39. Further information
Charlier, E., & Kleynen, R.H.M.A. (2005). Fair Valuation of Guaranteed Contracts: The Interaction Between Assets and Liabilities. (CentER Discussion Paper, 2005-64) pp. 1-38. Further information
Charlier, E., & Bussel, A. van (2003). Prepayment behaviour of Dutch mortgagors: An empirical analysis. Real Estate Economics, 31(2), 165-204. Further information