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Robert Schulze
Head of Pricing and Risk Model Infrastructure at UniCredit Bank AG


Dr. Robert Schulze is a Vice President within the Market Risk department at UniCredit Bank AG.

He is heading the Pricing and Risk Model Infrastructure team which is responsible for the implementation of the FRTB in UniCredit Bank AG, encompassing the Investment Banking hub of UniCredit Group. He has been part of the Basel III market risk journey since it beginnings in 2012, contributing to the ISDA FRTB Working Group as well as directly to numerous consultations specifically in Europe.

Robert has published two papers on risk modelling topics in the domain of the FRTB regulation.

Agenda Sessions

  • Capital Allocation Methodologies and Analysing Optimal Desk Set-up