
Tom Wilde is a Director in the Risk Management department of Credit Suisse First Boston, where he develops methodologies for quantifying credit-related risks and for aggregating and allocating capital.
Tom has worked extensively on theoretical aspects of credit risk modeling, including developing CREDITRISK+, a well known credit portfolio model. In recent years, he has played an active part in industry work on the Basel II reforms of bank regulatory capital, focusing on technical issues including measurement of counterparty and securitization risks and the treatment of short dated instruments.
Tom received his Ph.D. and M.A. degrees in mathematics from Warwick and Cambridge Universities and qualified as a chartered accountant before joining CSFB in 1995