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26 November 2019
InterContinental Frankfurt HotelWilhelm-Leuschner Strasse 43 , Frankfurt ,60329, Germany

Roman Timofeev
Risk Methodology - LGD Methodologies at DEUTSCHE BANK


As Head of LGD Methodologies, Roman Timofeev is responsible for the development of LGD models across all asset classes at Deutsche Bank. In his role, Roman oversees the model development under IRBA regulation and provides models for IFRS9 and stress testing purposes. He joined Deutsche Bank in 2008 and holds a PhD in applied statistics.

Agenda Sessions

  • Experience of Tackling the EBA’s Rules for Probability of Default (PD) and Loss Given Default (LGD)