Theo Kaufmann

Externer Lektor an der FH WKO Wien im Masterstudiengang Financial Management and Controlling, Modul Risikomanagement

- Responsible for pricing optimization in the Corporate business line, analyzing pricing patterns and sensitivities - Expert in pricing methodology and Funds Transfer Pricing - Execution of advanced analytics use cases with the aim to generate additional income streams

- Planning, budgeting and forecasting regulatory capital and capital requirements for RBI Group and CEE subsidiaries - Optimization of capital structures for CEE subsidiaries (Risk weighted assets and regulatory capital optimization) - Responsible for structural FX hedge decisions, analyzing potentials for capital hedges to cover RBI’s capital ratio from adverse FX movements

Berechnung der Eigenkapitalerfordernisse unter Basel III für Kreditrisiko (retail und non retail), Marktrisiko, FX - Positionsrisiko Implementierung und Integration neuer Risikomodelle Aufsichtsrechtliches Reporting nach CRR verschiedene Projekttätigkeiten wie RWA Optimierung , Asset quality review, Stresstesting (EBA und integrierter Stress test)

-> regulatory capital calculation under Basel III -> economic capital calculation within pillar 2 -> Internal Capital Assessment Process (ICAAP) -> Budgeting for Credit Risk RWA / EC -> Basel 3 training -> Stress Testing

Berechnung der Portfoliowertberichtigungen Portfoliosteuerung und Reporting

Title of Master Thesis: "Risk weighting in Banking Regulation"

Finanzierung ; Außenhandel; Controlling Bachelor Thesis: "Forecasting Volatility"