Dr. Christian Schmaltz is an adjunct professor for regulation and risk management at EADA Business School (Barcelona), as well as a leading trainer and consultant on Basel III / IV capital and liquidity.
Dr. Christian Schmaltz assists banks in improving their ICAAP and ILAAP frameworks, to identify major capital drivers and how to deal with additional (regulatory) capital requirement. In 2018, he has coordinated an European ICAAP/ ILAAP benchmarking to measure the conceptual gap in the industry against the ECB’s ICAAP/ ILAAP guidelines. Christian is a pioneer on forward-looking management buffers and “solvidity” stress tests running capital and liquidity scenarios in one single consistent framework.
In close cooperation with Deutsche Bundesbank, his research dealt with P&L-optimal Basel III – compliance as well as with interdependencies between the Basel III – ratios. In the context of Basel IV (market risk and credit risk), Christian has performed impact studies to assess whether and how to adjust trading- and business models, identify data gaps and plan efficient system implementation.