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Dimitrios Asvestis
Head of Treasury and Stress Testing Model Risk Management at Deutsche Bank

Profile

Dimitrios is a Director within Deutsche Bank’s Model Risk Management department, where he has responsibility for model validation and model risk management for models used for Stress Testing across the regulatory, capital and internal monitoring use cases, and also for all models used by the Treasury division, including Interest Rate Risk in the Banking Book, Liquidity etc. Prior to that he was responsible for the XVA models and Model Risk Infrastructure. He has also led the team that designed the core model risk management controls across the model lifecycle at inception. Prior to model risk, Dimitrios worked at DB’s model development teams in Counterparty and Market Risk. He has earned an MSc in Accounting and Finance (with Distinction) from the London School of Economics and started his career in consulting.

Dimitrios Asvestis's Network

Agenda Sessions

  • Panel: dynamic vs aesthetic stress testing pros and cons

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Speakers at this event