askfi

Department of Finance

  • Center for Financial Frictions
Andreas Sams
Kambjerre
Postdoc


E-mail: ask.fi@cbs.dk
Andreas Kambjerre
Presentation

My main area of research is the global and European macro- and microprudential regulation of financial risks. I focus on credit risk, market risk, liquidity risk and leverage-based procyclicality.

I hold a Master’s degree (LLM, 2009) and a PhD (2019) from the University of Copenhagen and I was admitted to the Danish Bar (advokat) in 2012.

My PhD dissertation, “Life Insurance and Shadow Banking - a Comparison of Solvency II and the Finalised Basel III”, entails a risk-based comparison that assesses whether - and how - Solvency II and the finalised Basel III address specific risk types via quantitative pillar 1 requirements.

 

Primary research areas

- Basel Framework

- Regulation of central banking and monetary policy operations

- Solvency II and regulatory arbitrage

- Money markets, capital markets and debt financing

Links
Link to this homepage
www.cbs.dk/en/staff/askfi