Prof. Wim Schoutens

M: +32 496 576 011
T: + 44 20 3908 7010

Wim Schoutens is Professor of Financial Engineering at the Catholic University of Leuven, Belgium and academic consultant to CEG Europe.  He has extensive practical experience of model implementation and is well known for his consulting work, particularly in the banking sector, and in other institutions.

He is an independent expert advisor to the European Commission (DG-COMP) on “State aid assessment of valuation of impaired assets and of asset relief measures” and has assessed in that position more than EUR 1 trillion of assets related bailouts.

Wim is the author of several books including “Applied Conic Finance” (written together with Dilip Madan), “Contingent Convertibles (CoCos): Structure and Pricing”, the first book ever on Contingent Capital, and CoCo bonds (written together with Jan De Spiegeleer). He additionally (co)author of several books: “Lévy Processes in Finance”; “Lévy Processes in Credit Risk”; and “The Handbook of Convertible Bonds” (Wiley books); “Quantitative Assessment of Securitisation Deals”; and “Stochastic Processes and Orthogonal Polynomials” (Springer books).

He is Managing Editor of the International Journal of Theoretical and Applied Finance and of Quantitative Finance; Associated Editor of Mathematical Finance and Review of Derivatives Research; and International Journal of Portfolio Analysis & Management. Further, he is series editor of the book series: "Financial Engineering Explained" for Palgrave Macmillan. He is also a member of the Belgium CPI commission.

Wim is proficient in English and Dutch, with some knowledge of French German and Spanish.