Thomas Obitz

Director at Risk Transform

Speaker

Thomas Obitz is a management consultant and senior advisor on risk and regulatory driven change. He focusses on the market risk framework (FRTB) and the effective use of capital in the context of the broader Basel framework. Special areas of interest are the operating model implications of Basel IV, and its data and data quality demands. He has published on various aspects of the FRTB, Basel III/IV and on broader topics of risk change.

Thomas has more than 20 years of experience in the Financial Services industry in roles including organizational change, operating model transformation and IT transformation. He holds an MSc in Mathematics and Financial Modelling, additional qualifications in statistics, as a Financial Risk Manager (GARP FRM) and on the TOGAF 9 framework. Thomas is founder of RiskTransform, a niche consultancy supporting banks in integrating risk, operating model and IT change.

Recent publications:

• Thomas Obitz, Bo Boisen: FRTB internal models in fight for survival, risk.net 2019
• Thomas Obitz, Jochen Theis: Getting in shape for FRTB has to start now, risk.net, 2016
• Thomas Obitz: FRTB’s risk factor framework is more punitive than it seems, risk.net 2017
• Thomas Obitz: Estimation of risk factor modellability as a function of arrival rate and seasonality, SSRN, 2016