Falko Harald Genzel

• Manage the bank’s USD 26 billion liquid asset portfolio across several fixed income portfolios, investment strategies and currencies; execute Fixed Income and FX transactions • Monitor and analyze relevant global financial market developments. Contribute to the bank’s strategic liquid asset allocation • Manage the bank’s external portfolio manager program • Head of the Secretariat of the bank’s pension oversight committee with a multi asset focus

• Analysing the bank's asset allocation and Treasury/ALM activities including FX and Interest Rate Hedging • Leading assessments in areas such as business model, profitability, and strategy analysis as well as credit analysis of financial institutions. Expert for market, interest rate and liquidity & funding risks • Leading horizontal projects such as the Thematic Review on Profitability and the EBA Stress Test, supervising junior staff, leading negotiations with all stakeholders

• Analyses of financial markets in the Asia-Pacific region with focus on Japan, Australia and China • Investment Recommendations for tactical & strategic investment committees • Writing regular Asian Financial Market Analyses based on economic data, money flows and cross market linkages • Developing relationships and exchanging views with local finance community • Developing quantitative models for JGBs, economic momentum and global investor sentiment

• Market and Portfolio Management Division • Fixed income and financial market research with focus on UST market • Member of the tactical and strategic investment committees (USTs, ACGBs & JGBs) • Developed a Macro-Indicator Model to measure the economic momentum in real time for the USA and back-tested bond and equity returns

• Financial Stability Assessment Division • Supporting the preparation of the European Banking Stress Test 2011 and improving stress testing tools • Working on the Financial Stability Report • Developed a quantitative model in VBA to estimate bank and sector specific loss rates based on accounting data

International Financial Advisory and M&A focused on the energy and infrastructure sector

Accounting, Finance and Project Management (ERP Software implementation)

Econometrics, Finance, Macroeconomic Theory, Accounting

Chinese language, culture and economy