Dr. Jörg Schmidt

Consulting focus/specialization

• Experience in auditing national and supranational regulatory frameworks (including KWG, MaRisk, BaFin guidelines, CRR, CRD, various EBA & ECB guidelines) for a wide range of clients / business models, including specialized banks and ECB-supervised institutions
• Assessment of the processing status of special supervisory audits (OSIs and Section 44 KWG audits by the ECB and German financial supervisory authorities)
• Review of recovery planning, focus on SAG, MaSanV, BRRD as well as EBA guidelines and supervisory expectations
• Risk management of capital management companies (focus on special funds) and securities institutions (small and medium-sized), based on German and European regulatory requirements (including KAGB, KaMaRisk, AIFM-L2-VO, ESMA guidelines), WpIG, IFR, IFS)
• Support for internal auditing of financial service providers (banks and payment service providers)
• Various consulting projects, e.g. in the areas of redesigning the risk inventory and ICAAP, model risk measurement and management, operational risk management, implementation of interest rate swaps to manage interest rate risk
• Risk quantification, financial modeling, monetary economics, econometrics

Sector focus

• Corporate and investment banking
• Private and wholesale banking
• Capital management companies
• Securities institutions
• Payment service providers
• Institutions in liquidation

Engagement

Selected publications:

• Finck, Schmidt und Tillmann (2023): Mortgage Debt and Time-Varying Monetary Policy Transmission - 
• Macroeconomic Dynamics
• Schmidt (2020): Risk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR Approach -
• Journal of International Money and Finance, 109, 102235