Darko Lakota

VP Interest Rate Risk Management & Pension Investments, Royal Bank of Canada, in Corporate Treasury

Joining RBC in 2001, Darko has held roles in functional and business segments including Risk Management, Corporate Treasury, and Capital Markets, with initiatives spanning all RBC geographies and segments. In his current role, Darko leads RBC’s interest rate risk management function, including responsibility for Corporate Treasury infrastructure related to IRR, FTP, and retail liquidity. He is also responsible for RBC defined benefit pension plan investment and asset allocation. Darko’s prior roles relate to market risk, loan portfolio management, product development, credit adjudication, credit provisioning, stress testing, and funds transfer pricing with varied responsibilities for structured credit analysis, counterparty credit exposure sizing, capital adequacy assessment, securities portfolios, risk appetite, as well as model and infrastructure development, implementation, and operations.

Prior to joining RBC, Darko worked at Deloitte and KPMG, and lectured at University of Waterloo. Darko holds a Bachelor of Mathematics and Masters of Accounting degrees, and is a CFA and a CPA charter-holder.

All Sessions by Darko Lakota

09:50 - 10:30

ALIGNING BEST PRACTICES

Aligning international and domestic best practice in BSM and FTO: Overlaps, challenges and common ground

  • The integration of risk Silos: ALM, FTP, Liquidity, Credit Capital
  • How you align pricing, from origination to the balances sheet
  • Minimizing risk (spot, forward, based on Income, Value, Total Return)
  • Optimizing balance sheets – what metrics used, what targets, which constraints
  • Leveraging data effectively
  • Practical uses of AI for BSM