Fixed income portfolio management, strategic liquidity reserves, own issues, Liquidity risk management, stress tests, implementation of liquidity reports
Project management for consulting projects, treasury function (liquidity, FX and deposit A management, liquidity cost allocation (FTP), IRRBB, trading in treasury, interest rate risk hedging and regulation (NSFR, LCR), ...)
Advice on banking supervisory law with a focus on risk management, trading, credit and compliance (CRR, MaRisk, ICAAP & ILAAP, MiFID II, ...)
Audits in accordance with MaRisk and EBA guidelines for ILAAP and treasury risk management function