Faculdade de Ciências da Universidade do Porto 1st Oporto Meeting on Mathematics for Industry  
  1st Oporto Meeting on Mathematics for Industry
4th Porto Meeting on
7th to 9th June 2012

Johannes Voigt

Dr. Johannes Voit is a director at the German Savings Banks Association (DSGV). He is responsible for the stress testing concepts for all material risks and their integration into a holistic framework, for german savings banks, currently elaborating a stress test implementation manual. In this role, he is involved in the implementation of the new "Minimal Requirements in Risk Management" circular of the german banking regulator, and the treatment of concentration risk. In addition, he has been the Association’s Expert for Internal Models since 2001, working on issues of economic and regulatory risk capital. Until end 2009, he acted as the the Head of Operational Risk and led the central development of operational risk management instruments for all german savings banks. He is a frequent speaker at national and international conferences and training courses in banking and risk management, and in universities.
Johannes Voit joined DSGV after a highly successful career in science. He served as an assistant professor and visiting professor of Theoretical Physics in many important universities and research institutions worldwide. Besides theoretical condensed matter physics, his teaching and research included the application of models of statistical physics to the description of financial markets, summarized in his book „The Statistical Mechanics of Financial Markets“ (Springer Verlag, 2005, third edition). 

Management of operational risk in small financial institutions: a necessity for survival, in "The Frontiers of Financial Engineering and Risk Management" special edition of Financial Engineering News, November 2006

Instrumente für operationelle Risiken um Datenpooling ergänzt (in German), Betriebswirtschaftliche Blätter February 07, written together with Karin Buchholz

How to create value from loss data pooling. Article invited for "Operational Risk 2.0 - Delivering Value for Your Firm", ed. by. Ellen Davis. Risk Books, 2007

Lernen aus den Fehlern anderer ist ein gutes Rezept. With Markus Quick, Betriebswirtschaftliche Blätter, April 2008, p. 203

Logik statt Panik - Essay zur Kreditkrise. Sparkasse, July 2008, p. 42

Quantifizierung operationeller Risiken unterstützt Strategie, coauthored with Frank Beekmann and Florian Camphausen (WestLB), Betriebswirtschaftliche Blätter, January 2009, p.36

Verblendet vom Erfolg. Sparkasse, June 2009, p. 37

Das Schätzen operationeller Risiken kann gelernt werden (coauthored with Kai Rellensmann, Sparkasse Detmold), Betriebswirtschaftliche Blätter, January 2010, p. 25

Stresstests ergänzen sinnvoll bewährte Risikomessinstrumente, Betriebswirtschaftliche Blätter, August 2010, p. 455

Centro de Matemática da Universidade do Porto Centro de Matemática da Universidade de Coimbra Grupo de Física Matemática - Universidade de Lisboa Centro de Matemática Aplicada à Previsão e Devisão Económica Faculdade de Ciências da Universidade do Porto