Curriculum Vitae 2013/2014 of

Transcription

1 Curriculum Vitae 2013/2014 of Family name: First name: MAURER Frantz PROFESSIONAL SUMMARY During the last 20 years, Frantz has developed a unique mix of academic and professional experience in the domain of risk management and finance. On the academic side, Frantz is currently an Associate Professor of Finance at KEDGE Business School. He has also collaborated with different institutions such as the University of Bordeaux, ESCP Europe, or HEC Paris. In this capacity, Frantz is the author of several publications directed to academics and practitioners on risk management. His current research interests focus primarily on (i) the use of copulas in risk management, (ii) organization of the risk function in the banking industry, and (iii) Cash-Flow-at-Risk models for corporates. Frantz has also covered other topics in the domain of corporate finance, such as value creation and financial performance evaluation. On the professional side, Frantz has worked in different roles: - Consultant in the domain of financial risk management (in parallel with his academic position) - Forex trader for a French private bank. This combination of skills has enabled him to develop unique perspectives in risk management and integrate well the academic rigor with the practicality of the business imperatives. 1

2 Education: Doctorate / Ph.D. Institution University Montesquieu-Bordeaux IV Date 1998 Subject of the thesis Diversification Strategy, Firm Performance and Stock Market Cycles Other qualifications Institution University Montesquieu-Bordeaux IV Date 2004 Degree or Diploma obtained: HDR (French Qualification for Ph.D. Supervisor) Present position: Associate Professor of Finance, KEDGE Business School Years within BEM: Date of entry: September 1 st 2013 Professional Experience Record / Consulting: Academic Experience Record Date:from/to 1998/2013 Location Bordeaux Company University Montesquieu-Bordeaux IV Position Associate Professor Date:from/to 2007/2011 Location Bordeaux Company BEM Bordeaux School Position Associate Professor Date:(from/to) 2008/ Location Paris Companies HEC Positions Adjunct Lecturer Date:(from/to) 1994/1997 Location Bordeaux Company University Montesquieu-Bordeaux IV Position Teaching Assistant (A.T.E.R) Consulting and Banking Experience Record Consulting Experience: Date:(from/to) 2000/2005 Location London Companies IBM Business Consulting Services Positions Senior Risk Consultant (Contractor) Banking Experience: Date:(from/to) 1992/1994 Location Paris Company Bank Inchauspé & Cie (now Caisse d'epargne) Position Forex trader 2

3 Language skills: (Mark 1 to 5 for competence, 5 being the highest). Language Reading Speaking Writing English French (mother tongue) Teaching experience: Institution BEM Université Montesquieu- Bordeaux IV ESCP Europe HEC Paris Teaching field Financial Analysis* (15h) Financial Decisions* (15h) Risk and VaR (20h) Gestion financière Value-at-Risk Théorie financière Introduction à la gestion financière Gestion des risques de marché: - Programme Grande École (30h) - Mastère Spécialisé Finance (30h) Corporate Finance* (40h) Finance d'entreprise (40h) Programme type Bachelor Master MBA Executive Education Year since 2007 since 2007 since /10 since 2000 since 1998 since 2008 since HEC Paris Analyzing Investments* (2 days) 2008 EUROJURIS France * taught in English Research fields: Le diagnostic financier de l entreprise (1 jour) - Copulas and risk management - Organisation of the risk function in Banks - Cash Flow-at-Risk models - Enterprise Risk Research grants and awards: Best Paper Award, Business & Economic Research Conference, Las Vegas, October Best Paper Proceedings, 64 th Academy of Meeting, New Orleans, August

4 Frantz Maurer PUBLICATIONS LIST ARTICLES AND BOOKS: Articles Year Magazine Journal of Applied Business research Journal of Applied Business research Revue Française de Gestion Journal of Applied Business Research /National (Canada) 2007 Revue BANQUE Revue Française de Gestion La Revue du Financier BANQUE Stratégie La Revue du Financier BANQUE Stratégie Full-Reference ESTAY, C., MAURER, F.; «L ERM appliqué aux banques ou comment ne pas réduire la gestion des risques à la mesure du risque»,, accepté pour publication le 28/08/2013, à paraître. Kharoubi-Rakotomalala, C., MAURER, F.; Copulas in Finance Ten Years Later", Journal of Applied Business Research, Vol. 29, n 5, p , September/October MAURER, F., "Creating Value through Enterprise Risk ", Journal of Applied Business Research, Vol. 25, n 3,, pp.13-24, 12 p. LAMARQUE, E., MAURER, F.; «Le risque opérationnel bancaire. Dispositif d'évaluation et système de pilotage», Revue Française de Gestion, Vol. 35, n 191,, pp , 16 p. MAURER, F., "Risk and Return: New Insights for Theory, Measurement and ", Journal of Applied Business Research, Vol. 24, n 4, 2008, pp.51-63, 13 p. MAURER, F., «Enterprise Risk. L'émergence d'une démarche standardisée dans les banques», Revue BANQUE, n 693, juillet-août 2007, pp , 3 p. MAURER, F., «Un nouveau regard sur le paradoxe de Bowman», Revue Française de Gestion, Vol. 33, n 173, 2007, pp , 21 p. MAURER, F., «Les développements récents de la mesure du risque opérationnel», la Revue du Financier, n 163, janvier-février 2007, pp.46-60, 15 p. MAURER, F., «Quelles données pour le risque opérationnel?», BANQUE Stratégie, n 242, novembre 2006, pp.30-38, 9 p. MAURER, F., «Une approche intégrée de la gestion du risque pour les entreprises», la Revue du Financier, n 159, mai-juin 2006, pp.49-66, 18 p. MAURER, F., «Le risque opérationnel : premiers pas vers une stratégie globale», BANQUE Academic research / Professional /Pedagogical (CNRS, cat. 3) (CNRS, cat. 3) (CNRS, cat. 3) (CNRS, cat. 4) (CNRS, cat. 3) (CNRS, cat. 4) (CNU Section 06, rang C) (CNU Section 06, rang C) 4

5 Stratégie, n 238, juin 2006, pp.25-28, 4 p Revue Française de Gestion Revue Finance, Contrôle, Stratégie FOW Futures & OTC World FOW Futures & OTC World Revue Finance, Contrôle, Stratégie MAURER F., «L impact du risque de marché sur le résultat de l entreprise», Revue Française de Gestion, Vol. 31, n 157, 2005, pp.59-78, 20 p. MAURER, F., «Performance boursière rendement/risque et mode de diversification», Revue Finance, Contrôle, Stratégie, Vol. 6, n 1, 2003, pp , 26 p. MAURER, F.; POURQUERY, P., Model Error for Credit Risk, Futures & OTC World (FOW - Intermarket Intelligence for the Risk Professional), issue 355, December 2000, pp , 10 p. MAURER, F.; POURQUERY, P., Data Uncertainty in Credit Risk, Futures & OTC World (FOW - Intermarket Intelligence for the Risk Professional), issue 354, November 2000, pp , 7 p. MAURER, F., «L influence des fluctuations boursières sur la performance financière de la firme diversifiée», Revue Finance, Contrôle, Stratégie, Vol. 2, n 4, 1999, pp , 30 p. (CNRS, cat. 4) (CNRS, cat. 3) (CNRS, cat. 3) 5

6 Books or chapters in books Year /national 2011 National 2005 National 2000 National 1998 National Full-Reference MAURER, F., «Le risque opérationnel : Nouveaux enjeux et moyens d'action» in de la banque. Risques, relation client, organisation, Lamarque E. (éd.), p , Pearson Education, 3 rd édition, 2011, 25 p. MAURER, F., «Le risque opérationnel : Quelle stratégie pour les banques?» in de la banque. Risques, relation client, organisation, Lamarque E. (éd.), p , Pearson Education, 2005, 36 p.. MAURER, F., «La relation diversification-performance revisitée : Une approche cyclique» in Perspectives en Stratégique, Durand T., Koenig G., et Mounoud E. (éds), Tome VI, Editions EMS, p , 2000., 25 p. MAURER, F., «Stratégies de diversification, performance de la firme et cycles boursiers» in Marchés financiers et gouvernement de l entreprise, J.P. Bréchet et Mévellec P. (éds.), Presses s de l Ouest, tome 2, p , 1998, 26 p. Academic research / Professional /Pedagogical Journal reviewing / Editorial board member of journals Year Title /National Academic research / Professional /Pedagogical Editorial board member of journals: Since 2011 Revue Française de Gestion (CNRS, cat. 4) Journal reviewing: Revue Française de Gestion (CNRS, cat. 4) The Geneva Risk and Insurance Review (CNRS, cat. 2) ca 2010 Journal of Applied Business Research (CNRS, cat. 3) A 2007 (CNRS, cat. 3) A 2011 Revue du Financier (CNU Section 06, rang C) 6

7 CONFERENCES: Conference Proceedings Year or name of the conference Française de Finance Organization Science Academy of and Business European Financial Business & Economic Research Conference Française de Finance European Applied Business Research Conference Symposium on, Engineering and Informatics Academy of /National Full reference MAURER Frantz, "How Much Cash is at Risk? Evidence from U.S. Non- Financial Firms", Actes du 28ème Congrès international de l' Française de Finance (AFFI), May 11-13, 2011 Montpellier, France. MAURER Frantz, "Resilience and Efficiency through Enterprise Risk ", 15 th Annual Organization Science Winter Conference, February 3-8, Steamboat Springs, Colorado, USA. MAURER Frantz, "Achieving Integrated Risk : Linking Strategy, Decision Making, and Workable Quantitative Tools", Academy of and Business (IAMB) Conference, January 28-30, Orleans, Louisiana, USA. MAURER Frantz, "Creating Value through Enterprise Risk ", 17 th European Financial Annual Meeting, June 25-28, 2008 Athens, Greece. MAURER Frantz, "Rethinking Enterprise Risk : From Cost Avoidance to Value Creation", Business & Economic Research Conference, October 1-4, 2007 Las Vegas, USA. MAURER Frantz, «Les développements récents de la mesure du risque opérationnel», Congrès international de l' Française de Finance AFFI, juin 2007 Bordeaux. MAURER Frantz, "Risk and Return: Self-Correcting or Downward Spiralling Relationships?", European Applied Business Research Conference, June 4-7, 2007 Venice (Padua), Italy. MAURER Frantz, An Integrated Approach to Risk for Corporate, the 2nd Symposium on, Engineering and Informatics: MEI 2006, July 16-19, 2006 Orlando, USA. MAURER Frantz, Ordinal Strategic Risk and Return: A Fresh Look at Bowman s Paradox, 64 th Academy of Meeting, New Orleans, August 2004 Academic research / Professionnal / Pedagogical 7

8 de Stratégique Europea de Direccion y Economìa de la Empresa Strategic Society Academy of de Stratégique Journées nationales des I.A.E. de Stratégique Journées nationales des I.A.E. National MAURER Frantz, «Risque stratégique, performance et slack organisationnel : Cycle autocorrecteur ou autodestructeur?», III e Conférence de l AIMS, Le Havre, 1-4 juin, 2004 LABOURDETTE André, MAURER Frantz, «Le changement dans sa relation à l entreprise : Une analyse introductive», VII e Congrès annuel de l AEDEM ( Europea de Direccion y Economìa de la Empresa), Bordeaux, 4-6 juin 2003 (en collaboration avec André Labourdette). MAURER Frantz, Measuring Market Risk in the Corporate Environment, 22 nd Conference of the Strategic Society, Paris, September 2002 MAURER Frantz, The Impact of Stock Market Cycles on Strategy- Performance Relationships: Additional Empirical Evidence, 62 nd Academy of Meeting, Washington, D.C., August MAURER Frantz, «Performance risque-rentabilité, mode de diversification et profils stratégiques», e Conférence de Stratégique (AIMS), Québec, juin MAURER Frantz, «Une étude empirique de la relation entre transitions de rating et indicateurs macro-économiques», V e Journées nationales des I.A.E., Bayonne- Biarritz, 6-8 septembre MAURER Frantz, «La relation diversification-performance revisitée : Une approche cyclique», VIII e Conférence de Stratégique (AIMS), Paris, mai MAURER Frantz, «Stratégies de diversification, performance de la firme et cycles boursiers», IV e Journées s des IAE, Nantes, avril

9 Paper presentations (without proceedings) or Year name of the conference 2005 Investance institute 2000 Global of Risk Professionals /National Full reference MAURER Frantz, L Entreprise Risk : l émergence d une démarche standardisée dans les banques, 5 ème conférence annuelle Risque Opérationnel, Focus : Entre Bâle II, crise des subprimes et fraude interne, quelle maîtrise du risque opérationnel?, Paris, septembre MAURER Frantz, POURQUERY Pierre, Exploring the relationship between credit events and macro economic variables, 1 st Conference Research in Financial Risk, GARP, London, June Academic research / Professionnal / Pedagogical Other academic intellectual contributions (Session chair in major conferences Speaker/discussant or organizer of round tables & symposia) Year or name of the conference Française de Finance (AFFI) European Financial (EFMA) /national Type of other académic intellectual contributions Chairman: Parallel session V2-314: Credit rating. Instructor: "Merton H. Miller" Doctoral Seminar. Academic research / Professionnal / Pedagogical 9

10 WORKING PAPERS AND WORKSHOPS: Working papers année Université Laboratoire /nationale Référence complète 2007 BEM CEREBEM National 2007 BEM CEREBEM National MAURER Frantz, «Diversification, risque et performance financière», Cahier de recherche du CEREBEM, N , mai 2007, 29 p. MAURER Frantz, "Strategic Risk and Return: Self Correcting or Downward Spiraling Relationships?", Cahier de recherche du CEREBEM, N , juin 2007, 24 p Université Montesquieu- Bordeaux IV IRGO MAURER Frantz, "Developing a Comprehensive Framework for Corporate Risk ", , 22 p Université Montesquieu- Bordeaux IV Centre de Recherche sur l'entreprise Familiale et Financière - CREFF National MAURER Frantz, «Une analyse des cycles de l indice d actions AFFI-SBF ( )», Cahiers de Recherche du CREFF, Université Montesquieu-Bordeaux IV, n , 1999, 18 p. Faculty workshops or research seminars année Université Laboratoire /nationale 2011 ESCP Europe Département Finance National 2006 ESC Toulouse Research Centre National Référence complète MAURER Frantz, "How Much Cash is at Risk? Evidence from U.S. Non-Financial Firms", Finance research seminar, April 13, 2011 ESCP Europe, France. MAURER, Frantz, «Risque stratégique, performance et slack organisationnel» Séminaire de recherche risque, incertitude et stratégie d'entreprise, Groupe ESC Toulouse, 13 avril

11 SUPERVISION OF DOCTORAL RESEARCH: : Sejla ALMADI, Theory of Constraints in the Aspects of Project Risk Mangement, IRGO, Université Montesquieu-Bordeaux IV : Hazem ARAB, «Basel III and Capital allocation in Investment Banks. Market, Credit, and Operational Risks, IRGO, Université Montesquieu-Bordeaux IV : Mark A. ANDERSON, Earnings Surprises and Market Efficiency in the U.S. Banking Industry: Examining the Relationship between Variances from Analysts Earnings Forecasts and Changes in Share Price, Doctorate of Business Administration, California State University (Northridge), USA. Soutenance le 27/11/ : Nada YAMOUT, Operational Risk. A qualitative Model to Safeguard Banks in Time of Crisis, Doctorate of Business Administration, Lebanese Canadian University (Beirut), Lebanon. Co-Supervision of doctoral research: - Hazem KARFOUL, «L efficacité du système de contrôle interne et le seuil optimal du risque opérationnel : un modèle d équilibre de l allocation des ressources pour l organisation bancaire», doctorat ès sciences de gestion (soutenu le 04/06/2010 à l Université Montesquieu-Bordeaux IV.). Membership of Doctoral Defence Committee: - Georges EL YAHCHOUCHI, «Modèles Feltham-Ohlson et parties prenantes de création de valeur : méthodes et relations empiriques», doctorat ès sciences de gestion (soutenu le 07/12/2004 à l Université Montesquieu-Bordeaux IV). - Kokouvi AGBEMEBIA, «Gestion de portefeuille des titres non cotés par analyse multicritère et constructive», doctorat ès sciences de gestion (soutenu le 07/12/2004 à l Université Montesquieu- Bordeaux IV). Doctoral Seminar instructor: - "Merton H. Miller" Doctoral Seminar, European Financial (EFMA),

12 PEDAGOGICAL ACTIVITIES: Teaching material Organisme de dépôt Centrale de Cas et de Medias Pédagogiques CCMP Harvard Business School N enregistrement HEC-F PDF- ENG Title MAURER, Frantz et QUIRY, Pascal : "Le rachat d'actions de NESTLE S.A.", Étude de cas Finance, collection HEC Paris,, 10 p (note pédagogique, 21 p). BERTONECHE, Marc et MAURER Frantz: Understanding Corporate- Value-at-Risk through a Comprehensive and Simple Example, Teaching Note, Harvard Business School, 2006, 16 p. BEM programs where the case is used Other institutions where the case is used HEC : Programme Grande École et MBA Harvard Business School: MBA Other activities (Supervision of Master or MBA thesis / Internships / Other activities non defined above) Supervision of MBA thesis: Supervisor: - Ownership Transitions and Generational hand-off for small- to medium-sized wineries in California, Kate VERSTUYFT, Wine MBA, BEM, Fine Wine Investment as a Viable Alternative Investment Asset Class and Developing a Proper Investment Process for a Wine Investment Fund, Pak Hing (Terrace) CHUM, Wine MBA, BEM, "Champagne As An Alternative Investment Class: A Rosé Picture?", Paul MERTON, Wine MBA, BEM,. - "The Failure of Supply Contracts and the Viability of Futures Contracts to Manage Price Risk in the Wine Grape Market", Adam MORRIS, Wine MBA, BEM, "Alternative Asset Investment: Top-end Fine Wine Investors and Consumers", Johan GOUWS, Wine MBA, BEM, Second marker: - "The Business of Wine Importing: the Case of Trinidad & Tobago", Charmaine LALL, Wine MBA, BEM, "Innovation in the Wine Industry: The Role of Venturing Financing", Edoardo NARDUZZI, Wine MBA, BEM,. 12