Christopher Culp is an expert on derivatives, structured finance, insurance/reinsurance, credit risk and credit markets, and risk management. He provides advisory consulting services and testimonial expertise on issues such as credit and capital market conditions, derivatives (valuation and market structure), risk measurement, clearing and settlement, structured credit products, and (re-)insurance. He has been an author on five books – Credit Default Swaps; Structured Finance & Insurance; Risk Transfer: Derivatives in Theory and Practice; The ART of Risk Management; and The Risk Management Process – and co-edited Corporate Aftershock: The Public Policy Lessons from the Collapse of Enron and Other Major Corporations (with William Niskanen) and Corporate Hedging in Theory and Practice (with Merton Miller).
Culp is a Research Fellow at the Johns Hopkins Institute for Applied Economics, Global Health, and Study of Business Enterprise, and an Adjunct Professor at Universität Bern in the Institut für Finanzmanagement, and was an adjunct member of the faculty at The University of Chicago Booth School of Business from 1998-2013. He was also a Visiting Professor at Université de Genève, Faculté des Sciences Economiques et Sociales, Section des Hautes Études Commerciales from 2009 through 2014, and a Visiting Professor at Universität Basel, Wirtschaftswissenschaftliches Zentrum, Abteilung Finanzmarkttheorie from 2004 through 2006. Culp has taught graduate-level courses on derivatives, (re-)insurance, financial instruments, investments, and structured finance.
Culp earned his Ph.D. with a concentration in Finance from The University of Chicago’s Booth School of Business and his B.A. in Economics from Johns Hopkins University.