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Risk Nordics
November 2024

Kristján Rúnar Kristjánsson
Deputy CRO at Islandsbanki


Kristján Rúnar Kristjánsson got his PhD in theoretical physics in 2005 and has been working in the field of risk management in Iceland for 15 years. Experienced in model development, risk assessment and capital calculations across all main risk categories and holds both the FRM and SCR designation from GARP.

Agenda Sessions

  • Measuring interest rate risk in liquidity portfolio and non-maturing deposits