Paul Wegener

Developed methodologies and advised businesses on the calculation and allocation of liquidity outflows for different internal stress scenarios and external regulations  Advised various businesses on the Liquidity Coverage Ratio (LCR) and general liquidity treatment of new product initiatives, e.g., for structured retail deposits  Reviewed the stress assumptions of Undrawn Loan drawdowns in light of the specifications of the LCR

Analysed new Market and Credit Risk regulations with regards to their implementation and capital implications, coordinating teams across the bank and managing a team of ten analysts  Led the implementation of the CVA VaR charge from interpreting the regulation, over design to final numbers testing  Initiated and oversaw a review of the General Market Risk VaR model implementation across all asset classes that led to the identification and correction of incorrectly calculated P&Ls

Advised senior management in Banking and Markets institutions on business strategy, the impact of new regulations, and the optimal usage of capital and liquidity

Financial Risk Management

Quantitative Finance