Dr. Erick Rengifo is the Founder Director of the Center for International Policy Studies (CIPS) and Assistant Professor in the Economics Department at Fordham University. He is a private consultant in the fields of microfinance, micro-insurance, investments, risk management and econometrics. He is currently doing research, in partnership with UCLA, about remittances, its financial cost and accessibility and the use of cell phone technology to improve the current state of how remittances are done. He has also participated in the implementation of micro-insurance products in Perú. He is currently part of the Investment Committee of Fordham’s Endowment. He is an active scholar with interests in econometric forecasts, risk management, insurance, microfinance and micro-insurance. His most recent publications are: “Multivariate Autoregressive Modeling of Time Series Count Data Using Copulas”, Journal of Empirical Finance, 2007, vol 14, issue 4, 564-583 (with A. Heinen); “Multivariate reduced rank regression in non-Gaussian contexts, using copulas”, Computational Statistics and Data Analysis 52 (2008) 2931 – 2944 (with A. Heinen) and “How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility –A VaR-application-”, forthcoming in Value-at-Risk, Greg N. Gregoriou, editor, McGraw Hill (with E. Trifan).
Dr Erick Rengifo has also nine years of experience in the fields of financial management and budgets. He has been an independent investment and project counselor of many Peruvian private entrepreneurs. He has extensive experience in investments in fixed income instruments in Latin America. He has been the corporation controller of Transportes Aereos Nacionales de Selva (Perú). Moreover, he has been involved in economic consulting on issues regarding competition, valuation and taxation. Finally, he has also been a university professor in Pontificia Universidad Católica del Perú and Universidad Nacional de San Marcos (Perú). He taught Econometrics, Mathematics, Industrial Organization, Financial Mathematics, Financial Analysis and Capital and Stock Markets Seminars.
Dr. Erick Rengifo holds a PhD in economics with concentration in Finance and Econometrics from Catholic University of Louvain-Belgium. His academic background includes an MA in Economics from the Catholic University of Louvain-Belgium, a Master in Finance from the Universidad del Pacífico and a Master in Economics with concentration in “Quantitative Methods in Economics” from the Universidad Nacional Mayor de San Marcos (Perú).
Teaching: Economics of Risk Management, Financial Econometrics for Risk Management