About the Author
Allan M. Malz has been chief risk officer at several multi-strategy hedge fund management firms. He began his career at the Federal Reserve Bank of New York as a researcher and foreign exchange trader, before heading the research effort at the RiskMetrics Group. Returning to the New York Fed from 2009 to 2014 as a vice president in the Markets Group, Malz helped implement the Term Asset-Backed Securities Lending Facility (TALF), a Fed emergency liquidity program addressing the financial crisis.
Malz is an investment consultant and adjunct professor at Columbia University. His work on predicting financial crises and risk measurement for options has been published in industry and academic journals, and he is the author of Financial Risk Management: Models, History, and Institutions (Wiley, 2011). Malz holds a Ph.D. from Columbia and a Diplom from Ludwig-Maximilians-Universität München.
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