Speakers

Speakers

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Bert-Jan Nauta

Cluster Lead Interest Rate and Liquidity Risk Modelling

ABN AMRO

Bert-Jan Nauta works as cluster lead of interest rate risk and liquidity risk modelling at ABN AMRO. In this and former positions at a.o. the Dutch Central Bank and RBS he has worked on a variety of models, such as derivative pricing models, liquidity risk models, and economic capital models. His research focuses on including liquidity risk in derivative pricing models and the connection to funds transfer pricing and FVA. 

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Alper Demir

Head of Treasury

Garanti Bank N.V

Alper Demir is the Director of Asset and Liability Management at Garantibank International NV. Prior to moving to The Netherlands, he worked as Treasurer of Garantibank Moscow and senior ALM dealer at Garantibank Turkey. He holds an MSc in Finance and Economics from LSE and he covers liquidity, interest rate and structural exchange rate risks in his current role.

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Vera Eonomou

Liquidity Risk Manager

Raiffeisen Bank International AG

Vera has been working at Raiffeisen Bank for 8 years and is responsible for liquidity risk position management. She is involved in methodological development of Group-wide risk models of expected cash flows realization and future behavior of customer loans, deposits, and off-balance sheet products.

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Leonard Hugenholtz

Financial Risk Manager

Brand New Day

Leonard Hugenholtz has done all types of risk management over the past decade. His mission is to combine regulatory requirements, internal policy, theory, and best practices and  help banks act on their risks. He is currently the Financial Risk Manager for Dutch start-up bank Brand New Day

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Tom Dewyspelaere

Head of Integrated Risk Modelling

Belfius

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Dieter Van Welden

Quantitative Analyst Integrated Risk Modelling

Belfius

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Stratos Nikolakakis

Head of Risk Methodology in Model Validation

Rabobank

Stratos is the head of Risk Methodology in Model Validation (RMV) at Rabobank. Under his responsibility is a wide range of model validations related to XVAs, Market Risk and Counterparty Risk for the Trading book, Interest and Liquidity risk for the Banking Book, Operational Risk and pillar II models including Stress Testing. In his former positions in ABN AMRO, Stratos has worked for several years on modelling a variety of Market Risk and ALM risk related models.