Robert is a leading practitioner of Liquidity Risk Management.
He has spent over a decade in the treasury/dealing rooms of several international major banks like Banque Nationale de Paris and NatWest Markets as a money market liquidity manager, trading interest rate products and derivatives where he has headed various ALM divisions and served numerous ALCOs.
Robert was Head of Methodology and Policy, Liquidity & Treasury Risk at Deutsche Bank where he devised the methodology and successfully managed a project (LiMA), which still measures and limits the funding liquidity of Deutsche Bank Group.
Subsequently, Robert coordinated the ALM and Liquidity Risk Solutions at Algorithmics Inc., Toronto.
He was member of the board and Head of ALM & Risk Development at FERNBACH Software AG in Luxembourg.
Robert is the Founder of Liquidity Risk Corp. (LRC), where he advises private banks, central banks and regulators on liquidity risk methodologies and helps to build software solutions to implement the resulting policies.
He is a regular speaker at the Bank of International Settlements’ Financial Stability Institute in Basel. Before and during the peak of the recent crisis he advised consultancies and various institutions including the ECB on liquidity risk measurement methodology.
In the last years he helped banks (e.g. BNP Paribas Fortis) to build group-wide liquidity management solutions including modules for transfer pricing and Basel III.
Robert holds a PhD in Pure Mathematics and worked for several years in mathematical research.
He was the Frankfurt director of Professional Risk Managers’ Association (PRMIA) and co-founder of Risk Management Association (RMA) in Germany.
He is the author of the book Liquidity Risk Modeling at RiskBooks.