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.

Risk Nordics 2023
November 2024

Andreas Bohn
Partner at McKinsey & Company
Speaker

Profile

Andreas joined McKinsey's Frankfurt Office in September 2019. He is an Expert Partner for Risk and Treasury as well as market and counterparty credit risk. He works for international active Tier 1 and Tier 2 banks, predominantly in Europe and the U.S. Andreas has authored and co-authored relevant articles and books, including “The Handbook of ALM in Banking”. Furthermore, he has been presenting at relevant industry and academic conferences.

Recent engagements

Treasury optimization of real estate bank

Mitigation of CET1 depletion following Covid-19 Market dislocations

ILAAP for French G-SIB

Optimization of liquidity, funding and ALM management for German regional bank

Cost comparison for direct clearing and client clearing for European clearing house in context of Brexit

Liquidity and counterparty credit risk optimization of large European universal bank

FRTB capital and organizational impact assessment for French investment bank

FRTB capital impact assessment, vendor selection and target operating model at U.S. G-SIB

Design of market and counterparty IT architecture for large German network bank

Re-design of target operating model for the risk function of a Swiss network bank

Investment process for German private bank

IRRBB vendor selection and target operating model for Swiss G-SIB

IRRBB risk appetite framework and target operating model for German G-SIB

Re-positioning of IR and FX business for German D-SIB

Regulatory strategy for German G-SIB

Capital markets strategy for German regional bank

Background & Education

Before joining McKinsey, Andreas was a Partner and Director at Boston Consulting Group focusing on market risk, counterparty credit risk and liquidity. Andreas started his career at Deutsche Bank, Frankfurt, in fixed income research, market risk management, STIRT and ALM –including intraday liquidity management and collateral management. Furthermore, he worked at Barclays, London, as Head of ALM and FTP in Group Treasury.

Andreas studied Business and Finance at the University of Münster and received his PhD from the University of Augsburg.

Agenda Sessions

  • Complying effectively with upcoming IRRBB regulatory changes

    16:20