Jan KowalskiHead of ALM at Bank PekaoSpeaker
Profile
PhD in Financial Mathematics (Warsaw University of Technology). Professional career associated with Bank Pekao, since 2011 as head of ALM. Responsible i.a. for IRRBB and liquidity risk management, Pekao Group funding strategy, deposit modelling, FTP and hedge accounting. Strongly involved in various current hot topics: contingency planning, benchmark reform, Swiss franc mortgages. Board Member of ALM Committee within Polish Banking Association, active tutor in ALM area.
In private life a sports enthusiast: multiple national champion in American football, triathlete, cycled up Mont Ventoux.
Agenda Sessions
Risk metrics ergonomy
, 14:20View Session