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Adolfo Montoro
Director, FRTB Methodology at DEUTSCHE BANK

Profile

Adolfo Montoro FRM, is a Director within Deutsche Bank's Market Risk Management department in London

He currently leads the FRTB Methodology team and represents DB in the ISDA FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last three years. Previously he has been in charge of teams ensuring the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II)

He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honors) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005

Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee

Adolfo Montoro's Network

Agenda Sessions

  • Chairperson's Opening Remarks

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  • Getting the P&L Attribution Test Right

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  • Chairperson’s Closing Remarks

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  • Chairperson's Opening Remarks

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  • Chairperson’s Closing Remarks

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