Dean Buckner retired in 2018 after working at the Prudential Regulation Authority (PRA) and its predecessor regulators for nearly 20 years. He specialised in derivative and asset valuation and capital modelling in both the banking and life insurance sectors. He was instrumental in strengthening the capital adequacy rules applying to institutions holding equity release mortgages.
Dean spends much of his time pondering complex issues of derivative valuation, on the grounds that “someone has to do this”. He is currently preparing a paper with Kevin Dowd on a radical new method of deriving the famous Black Scholes formula.
Otherwise he occupies himself with breadmaking (badly), travel, and eating out with family.
