This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

6 - 9 December 2021
Hotel ArtsBarcelona

Sascha Geier
Head of Counterparty Risk Simulation Engines at Commerzbank

Profile

Sascha heads the counterparty risk simulation engine area within Commerzbank. In this role he is responsible for the bank-wide counterparty risk and xVA methodology as well as the model implementation. Before he joined Commerzbank he was manager in the derivative valuation practice of d-fine. There he delivered projects across Europe on the valuation of structured products, xVA and counterparty risk. Sascha holds a master in Financial Mathematics of the University of Oxford and a master in Mathematics of the Technical University of Darmstadt.

Agenda Sessions

  • Current topics in Exposure Calculation and CCR Limit Management

    10:30

Speakers at this event