Tom Wilde is a
Director in the Risk Management department of Credit Suisse First
Boston, where he develops methodologies for quantifying
credit-related risks and for aggregating and allocating
capital.
Tom has worked extensively on theoretical aspects of credit risk
modeling, including developing CREDITRISK+, a well known credit
portfolio model. In recent years, he has played an active part in
industry work on the Basel II reforms of bank regulatory capital,
focusing on technical issues including measurement of counterparty
and securitization risks and the treatment of short dated
instruments.
Tom received his Ph.D. and M.A. degrees in mathematics from Warwick
and Cambridge Universities and qualified as a chartered accountant
before joining CSFB in 1995