Dr Michel Crouhy is Senior Vice President, Risk Analytics at CIBC (Canadian Imperial Bank of Commerce) and reports to the chief risk officer. His responsibilities include the approval of all-pricing models, the development and implementation of risk measurement methodologies for market risk, credit risk and operational risk, and firm-wide capital attribution (RAROC).
Prior to his current position at CIBC, Michel was a professor of finance at the HEC School of Management in Paris, where he was also director of the MS HEC in International Finance. He has been a visiting professor at The Wharton School and at UCLA. Dr. Crouhy holds a PhD from the Wharton School. He is co-author of "Risk Management" (McGraw-Hill) published in September 2000, and has published extensively in academic journals in the areas of banking, options and financial markets.
Michel is also associate editor of the Journal of Derivatives, the Journal of Banking and Finance, and is on the editorial board of the Journal of Risk.
