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Arndt-Gerrit Kund, M.Sc. | MiM

Room: 620 / 6th floor / WiSo Building, Universitätsstr. 24, Cologne
Office hours:
Tuesday 15:00-16:00

Phone: +49 (0)221/470-2628
Fax: +49 (0) 221 470-2305

eMail: kund@wiso.uni-koeln.de

Research Interests

Research Interests

  • Risk Management, esp. Systemic Risk
  • Structured Finance
  • Model Risk

Publications

Academic Publications:

  • Kund and Petras (2019): Can CoCo-bonds Mitigate Systemic Risk?, available at SSRN
  • Kund and Rugilo (2018): Does IFRS 9 increase Financial Stability?, available at SSRN
  • Kund (2018): Can Systemic Risk Measures explain Bank Defaults?, available at SSRN

Practitioner Publications:

  • Kund and Petras (2020): CoCo-bonds to Strengthen Systemic Resilience, available at The Risk Management Network
  • Kund and Rugilo (2020): A Closer Look at CECL: What Can We Learn from the European Implementation of IFRS 9?, available at Duke Global Financial Markets Center
  • Bunea, Kogan, Kund, and Stolin (2018): Fintech and the Banking Bandwagon, Journal of Financial Transformation 47, available at CAPCO Institute

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