Dan Weinzettl, Frm, Caia Email & Phone Number

Personal page at Bionic Turtle: https://www.bionicturtle.com/forum/members/emilioalzamora1.28300/• Analyst with an academic background in Economics of Banking and Economics of Financial Crisis, focusing on macro and money • Main areas of expertise: Credit and Op Risk, Risk-Adjusted Performance Measurement (beyond mean-variance)• Extension of Damodaran's (NYU) academic work in our research 'Upside Participation and Downside Protection' (Sept 2015) deriving and differentiating between Intercept, Jensen's Alpha and Active Alpha• Clarification on the definition of QE by R. Werner (who coined it following the collapse of the Japanese Banking System in the early 90's), the channels how it is supposed to work and why it's current form fails to have a bite (given in our publication 'The Outlook for European Equities in a QE World')• Selected contributions to the FRM community at Bionic Turtle:(Q4 2016):1. Methodologies to calculate Tracking Error2. Ordinal vs. cardinal correl measures 3. 'What's wrong with the Square-Root of Time?' 4. The Jarque-Bera test5. The Originate-to-distribute-model and the 08 crisis(Q1 2017):1. Parameters (intensity, persistence) of the EWMA model 2. Rf-rate determination & reasoning why practitioners skip the rf-rate in performance measurement3. Why Durbin-Watson is not useful for testing autocorrel, case for Breusch-Godfrey & Ljung-Box(Q2 2017):1. Covariance prop of a multi-asset portfolio