Boardroom Briefing – Credit Portfolio Stress Testing

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Date/Time

Date(s) - 31/01/11
12:15pm - 2:30pm

Location

ACFS
Level 43, 80 Collins street


Banking Regulation, Capital Charges & Systemically Important Financial Institutions – the Basel & Bundesbank perspective!

About the Speaker:

Dr Klaus Duellmann represents the Deutsche Bundesbank in international working groups on banking regulation and chairs the “Capital Monitoring Group” of the Basel Committee on Banking Supervision.

Dr Duellmann performs research on market risk and credit risk, the impact of regulatory minimum standards and stress-tests of the banking system.

Dr Duellmann is associate editor of the Journal of Risk Model Validation. He holds a PhD from the faculty of business administration at the University of Mannheim, graduated in mathematics from the Technical University of Darmstadt and in business administration from the University in Hagen.


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