Barry Schachter
Accounting, Law, Finance and Economics Department
Research Associate
EDHEC Business School
France
Biography
03/2009-Present EDHEC-Risk Institute Research Associate 09/2013–Present 40 North Management Chief Risk Officer ï‚§ Responsible for risk measurement, control and analysis. ï‚§ Work with managers to improve profitability/risk management. Teaching Experience, 07/1988–07/1990 Tulane University Associate Professor of Finance ï‚§ Teaching. Conducting research – Derivatives and Risk Management. 07/1987–07/1988 University of Utah Visiting Assistant Professor of Finance ï‚§ Teaching. ï‚§ Conducting research – Derivatives and Risk Management. Occasional speaker at conferences.
Research Interest
Program in Mathematics in Finance and Financial Economics
Publications
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Different Approaches to VaR, 2012, The Euromoney Risk Management Handbook 2012, Ch. 4 (January).
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Value at Risk Meets Volcker Rule, 2012, Intelligent Risk (vol. 2, no. 1, February), 25-29.
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Book Review: ‘An Introduction to Austrian Economics,’ 2012, Quantitative Finance (vol. 12, no. 7, July), 1011-1012.
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New BIS Margining Requirements May be Death-Knell for Non-Centrally-Cleared OTC Derivatives, Bloomberg Brief: Risk (July 20, 2012), 5.
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Risk Management in Global Macro Funds, 2012, Ch. 5 in Global Macro Investing: Theory and Practice, Andrew Rozanov, Ed., London: Risk Books.