Koen Verheyden Email & Phone Number

Head of Mission of on-site inspections at financial institutions, in the context of the prudential supervision.Specialisation: market risk & valuation (models) within financial institutions, and quantitative aspects of the ICAAP (within Pillar 2 of the prudential banking regulation).Note that until 1 April 2011 the prudential supervisory and regulatory functions at the Belgian level (concerning banking and insurance) were exercised by the CBFA (cf. below).

ESCB/IO contract (a short-term assignment) at the European Central Bank (ECB); on leave from the National Bank of Belgium.DG On-site & Internal Model Inspections | Financial Risk Inspections Division | Capital Markets & Treasury Section

Head of Mission of on-site inspections at financial institutions, in the context of the prudential supervision.Specialisation: market risk & valuation (models) within financial institutions, and quantitative aspects of the ICAAP (within Pillar 2 of the prudential banking regulation).Note that, on 1 April 2011, the prudential supervisory and regulatory functions (concerning banking and insurance) of the CBFA were transferred to the National Bank of Belgium (cf. above).

The validation (including the independent development) of valuation models for interest rate exotics.

Thesis subjects: differential equations with time delays, numerical bifurcation analysis.