Konrad Kompa
Director, Balance Sheet Risk Management Department, mBank S.A
Konrad Kompa is Director of the Balance Sheet Risk Management Department at mBank SA, covering risk management and risk modelling for IRRBB, Trading Book Market Risk, Liquidity & Counterparty Risk. Member of the Supervisory Boards of mLeasing and mElements (leasing & digital payments businesses respectively). Director of the PRMIA Poland Chapter. Member of the Global PRMIA Nominating Committee. Previously in a quant and risk management roles (Market, Liquidity, ICAAP, Counterparty) at Global IBs (Credit Suisse, Barclays & RBS), as well as risk consultant at Deloitte. Holds MSc in Finance Accounting, MSc in Computer Science from top Polish universities and CQF, FRM, CFA & SCR certificates. IMD Business School AMP alumni. Full-distance Ironman finisher.
All Sessions by Konrad Kompa
Capital Planning Frameworks in a Shifting Rate & Policy Environment – PANEL DISCUSSION
Exploring how banks are recalibrating capital planning frameworks to remain decision-useful amid sustained rate volatility, central bank tightening, and macro-prudential uncertainty.
- Embedding prolonged rate volatility and policy divergence into capital stress testing and planning cycles
- Incorporating macro-prudential shifts and supervisory overlays into ALM and RWA frameworks
- Managing cross-jurisdictional capital expectations, buffers, and regulatory constraints
- Translating capital stress outcomes into balance-sheet optimisation, pricing, and provisioning decisions
- Aligning treasury, CRO and finance functions to support board-level capital strategy and deployment