Author Description
Thomas Ehmer, Senior Manager at Baringa Partners.
Thomas has over eight years of experience in the financial services sector. His focus has been primarily in the field of strategy, risk management and finance for capital markets and corporate banking clients. Thomas has managed a range of assignments for senior management stakeholders of leading European and US firms.
Besides client engagements, Thomas is Baringa’s lead on the fundamental review of the trading book (FRTB). Before joining Baringa, Thomas worked as a management consultant for Oliver Wyman (Frankfurt), as DCM marketer for UBS Investment Bank (London) and as analyst in Citi’s Economic & Regulatory Capital Group (New York). Thomas is a certified Financial Risk Manager (FRM) by GARP and native German speaker.
Market Risk Capital Requirements from Basel – an Update
The Basel Committee on Banking Supervision (BCBS) recently issued its revised market risk framework which covers the…