Future of IRRBB - European Risk and Balance Sheet Management Summit 2026

Dr. Samuel Flimmel is heading Market Risk Models and Infrastructure at Česká spořitelna, where he has spent the past 11 years developing and overseeing quantitative risk modelling and supporting respective risk model infrastructure.

He holds an RNDr in Econometrics and a PhD in Statistics, providing a strong academic foundation in advanced quantitative methods. Prior to joining Česká spořitelna, he worked for two years in the Treasury department of Raiffeisenbank. Samuel combines deep practical experience in various market risk topics and regularly presents his work at both academic and industry events.

Steven Claxton has a 20+ years accomplished Banking (risk management, valuations, and regulation) career across Asia Pacific and European and Middle East (EME). His responsibility at FIS is leading Treasury and Risk, across APAC/EME as a Market Specialist, which sees him working directly with Banking clients to adapt FIS’ technology to their strategic priorities. He has worked for systemically important banks such as Standard Chartered Bank and as consultant with a big four company. His experience stretches across value propositions such as capital measurement & planning (ICAAP, Enterprise-Wide Stress Testing), prudential regulation (Basel III, Recovery & Resolution Planning), and behavioural modelling (credit (IFRS9), counterparty credit (xVA), operational, balance sheet (IRRBB) & liquidity).

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. He is a member of the Supervisory Boards of mLeasing and mElements (leasing & digital payments businesses respectively), Director of the PRMIA Poland Chapter and member of the Global PRMIA Nominating Committee. Previously he worked in a quant and risk management role (Market, Liquidity, ICAAP, Counterparty) at Global IBs (Credit Suisse, Barclays & RBS), as well as risk consultant at a big four company.

Konrad holds a MSc in Finance Accounting, MSc in Computer Science from top Polish universities and CQF, FRM, CFA & SCR certificates. He is a IMD Business School AMP alumni and full-distance Ironman finisher. 

In his role as Departement Head of Risk Management & Monitoring at DZ BANK AG, Jim brings together extensive experience as an Asset-Liability Management (ALM) specialist. His expertise is not only rooted in many years of leadership in liquidity risk management but also covers the critical areas of market price risk and IRRBB/CSRBB. Furthermore, he possesses in-depth knowledge of risk data aggregation and the implementation of robust reporting frameworks. This holistic view was developed through a progressive career at DZ BANK, including his prior role as Group Head of Liquidity Risk Management, and was established through early career positions at Helaba and as a Financial Services Consultant at a Big Four firm.

Anselmo Marmonti leads the Global Risk and Finance Advisory practice in the Risk Research and Quantitative Solutions division at SAS, and plays a pivotal role in creating the vision, strategy, development, and management of SAS’ integrated risk solutions across banking and insurance.

Joining SAS in 2001, Anselmo has held a variety of roles, from a consultant within credit, market, and operational risks for leading global banks, insurance groups, and supervisors to a Business Development Manager for SAS Risk Management solutions used for compliance with Basel 2 and 3 as well as Solvency II and BCBS 239 regulations. He also led the Risk & Finance practice in South EMEA with a special focus on IFRS 9, Enterprise Stress Test, NPE Management, IFRS 17, and transformation projects in Risk and Finance areas. Anselmo holds a degree in Financial Markets and institutions Economics from Bocconi University in Milan. After graduating, he was acknowledged by the Global Association of Risk Professionals (GARP) as a certified professional in financial risk management.

Sebastian is heading the division QRM 2 (Quantitative Risk Modelling – Market Risk and Artificial Intelligence) at BaFin, the German national supervisory authority for financial institutions. In this role, he is responsible for the supervision of market risk, AI models and credit institutions. Prior to that, Sebastian held various roles at the Eurozone’s Single Supervisory Mechanism (SSM), employed by both BaFin and the ECB, focusing on the supervision of market risk and counterparty risk at large international investment banks. In that context, he has participated various working groups at Basel, EBA and ECB level, dealing with modelling and risk management of counterparty credit risk, with major focus on NBFI exposures. Currently, Sebastian is co-chairing a working group at the SSM to harmonize the supervision of CVA models. 

Sebastian holds a master’s degree in Mathematical Finance from Oxford University.

To be added

Eric Finn Schaanning has extensive experience in the financial services industry and joined Leonteq from Nordea, where he has been Group Head of Market and Valuation Risk since May 2024. Prior to this, Eric worked at UBS as Global Head of Banking Book Risk Management and at Credit Suisse as Global Head of ALM Risk Management between 2021 and 2024. From 2018 to 2021, he served as a Principal Financial Stability Expert at the European Central Bank, and before this, spent nine years at Norges Bank as a Senior Advisor.

To be added