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6 - 9 December 2021
Hotel ArtsBarcelona

Holger Plank
Partner at d-fine


Holger Plank is a Partner at d-fine Switzerland AG based in Zurich, and is responsible for d-fine’s expertise in designing and implementing pricing platforms and dedicated valuation infrastructure for banks, asset managers, (re-)insurance companies and other clients. Many of his projects deal with the question of how to expose complex and computationally extensive pricing functionality centralised in pricing libraries to various stakeholders within an organisation who require different use cases and SLAs. In recent times, cloud-based implementations have moved into focus on the technical side.

Holger is also heading d-fine's competence team for quantitative CCR and XVA and has been working on XVA-related projects for a significant portion of the last ten years. Earlier in his consulting career, he worked as a financial engineer on almost all asset classes including IR, FX, inflation, equity and commodities, but also contributed to various market risk and front office projects. He holds both MSc and PhD degrees in Mathematics (University of Regensburg) and an MSc in Mathematical Finance (Oxford University).

Agenda Sessions

  • Current topics in Exposure Calculation and CCR Limit Management


Speakers at this event