Vincent van Bergen

- Team lead of the ALM Modelling team (3 fte) as part of the MT Markets & ALM Modelling. - Responsible for the ILAAP liquidity modelling project (6 fte) & interest rate risk models project (4 fte). - Expert panel inter-risk diversification parameters (market risk vs. credit and operational risk). - Part of MT Balance Sheet Management within ALM/Investments of Fortis S.A. / N.V. (Brussels), MT Balance Sheet Management within Group ALM, MT Enterprise Risk Modelling

Model develoment for asset & liability management: - Optimal rreplicating portfolio for current & savings accounts. - Prepayment model for residential mortgage portfolios. - Methodologgy for economic capital. - Pricing embedded options, yield curve model. Member NVB expert pool interest rate risk in the banking book.