Dr. Thomas Dietz Lecturer of Banking Supervision and Financial Derivatives, University of Applied Sciences of Deutsche Bundesbank, Germany1 Talk
Thomas Dietz is Lecturer of Banking Supervision and Financial Derivatives at the University of Applied Sciences of the Deutsche Bundesbank in Hachenburg, Germany. He has been working as a Senior Banking Supervisor for the Federal Financial Supervisory Authority (BaFin) in Germany until July 2008. As an examiner for market risk... read moremodels for almost three years he was seconded to the secretariat of the Committee of European Banking Supervisors (CEBS) between September 2004 and October 2006, where he was responsible for IRB and AMA approaches, the QIS 5 exercise, stress testing and liquidity risk management amongst others. After returning to BaFin he was in charge of several projects on risk based supervision under Pillar II of the Basel framework. Until recently he was Co-Chairing the BaFin/Bundesbank working group on liquidity risk.