Robert Fiedler

Robert Fiedler owns and runs Liquidity Risk Corp, which consults on methodology and processes and also builds prototypes and IT solutions for liquidity risk. In the first half of his career, Robert spent over a decade in the treasury/dealing rooms of numerous international major banks as a money market liquidity manager, trading interest rate products and derivatives. Later he switched to risk management and developed Deutsche Bank Group’s liquidity risk methodology, on which he successfully built a global system (LiMA) which measures and limits the bank’s funding liquidity. Moving into software development, Robert became country coordinator for Germany and executive director of Asset Liability Management (ALM) and Liquidity Risk Solutions at Algorithmics Inc, Toronto. Subsequently, he joined the board of Fernbach Software, Luxembourg, where he oversaw the development of ALM, performance measurement, IFRS and liquidity risk software. During this time he constantly developed liquidity methodologies and taught his research results. Jointly with the University of St Gallen, Switzerland, he developed a stochastic model that optimises the risk and return of investing non-maturing assets and liabilities.

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Book contributions by Robert Fiedler

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