Germar Knochlein
Head of Division, European Central Bank
Germar Knöchlein has joined the Single Supervisiory Mechanism (SSM), ECB’s bankingsupervision arm, in its early days in 2014 as Head of Division. He has been in charge of the supervision of banks with various business models, ranging from G-SIBs and foreign banks over regional banks and specialized lenders, and a multitude of jurisdiction. Before joining the SSM, he was in charge of public banks at the German rescue fund that had been created for lenders in trouble during the great financial crisis. Since 1997, he had various managerial roles in German banks in risk and portfolio management. Germar has a Ph.D. in physics and a Diploma in business economics.
All Sessions by Germar Knochlein
Interest Rate Modelling and IRRBB Modelling in a Higher-for-Longer World - PANEL DISCUSSION
Examining how institutions are adapting IRRBB and hedging frameworks to account for sustained rate volatility.
- Enhancing behavioural modelling for deposit repricing
- Measuring sensitivity of net interest income to rate shocks
- Evaluating interest rate shock scenarios and model adjustments
- Assessing hedge effectiveness under IFRS 9 and Basel IV
- Calibrating assumptions for pass-through and customer behaviour
- Aligning internal models with regulatory IRRBB expectations