Dr. David Nicolaus
Senior specialist, KPMG ECB Office
KPMG in Germany
David is a Senior specialist in KPMG ECB Office specializing in financial risk management and regulatory risk management topics. He has worked for KPMG in Financial Services since 2012 focusing on the implementation of Basel 3 capital and liquidity measures and the management of non-financial risks. Prior to joining KPMG, David worked for a commercial bank in corporate finance.
Education and qualifications
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Diploma in Business Administration (Goethe University Frankfurt)
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Dr. rer. pol. (PhD) in Financial Economics (Goethe University Frankfurt)
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Financial Risk Manager (GARP), Professional Risk Manager (PRMIA)
Community Involvement
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Basel 3 implementation (CRR I, CRD IV, in particular COREP, own funds, LCR incl. simulation, NSFR, funding plans, additional liquidity monitoring metrics, asset encumbrance)
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Development and rollout of a scenario based self assessment for operational risks
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Comprehensive framework revisions for non-financial risks
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Advisory projects on regulatory requirements regarding risk management framework, risk governance, securitisations, non-trading book institutions and deposit guarantee scheme contributions.