Christopher Paulus Imanto

Christopher Paulus Imanto is a policy advisor for the German Federal Financial Supervisory Authority. He has worked in various credit risk areas, particularly on topics related to the IRB approach, as both researcher and regulator. He is most passionate about designing appropriate regulatory frameworks for credit risk. Christopher holds his PhD in Finance from the Department of Bank Management at the University of Cologne, Germany, as well as a Masters degree in Mathematics from the Goethe University Frankfurt, Germany.

Articles by Christopher Paulus Imanto

Original research

How a credit run affects asset correlation

This paper analyzes how soaring demand in the lending market shortly before a financial crisis can affect one of the main parameters in the internal ratings-based approach: the asset correlation.

29 Jun 2022

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