Deepak Kollali

Partner & Co-Head – Risk & Public Policy, Americas
Deepak Kollali is a Partner and Co-Head of the Americas Risk & Public Policy Practice, based in the New York office. His primary focus is Capital Markets Risk and Treasury Risk management, working for large North American commercial banks, broker-dealers, custodians, and clearinghouses.

He has over 14 years of experience in areas such as counterparty credit risk, liquidity risk, and market risk measurement and management; stress testing and capital planning; clearinghouse risk management; treasury / balance sheet management; and risk governance.

During his career at Oliver Wyman, Deepak has worked on the following areas: treasury, market risk, and counterparty credit risk industry benchmarking and target operating model design, risk appetite definition and limit framework calibration; liquidity stress testing methodology development and infrastructure enhancement; economic capital modeling focused on interest rate risk, credit risk, and operational risk; recovery and resolution plan analysis; CCAR / stress testing methodology development; the development of FTP, deposit characterization, collateral management, and intraday liquidity risk methodologies; design and implementation of risk analytics infrastructure, and associated process re-design;  model development and validation for capital markets risk and pricing methodologies; and margin/stress testing methodology development, capital planning, regulatory impact quantification and compliance assessment, and risk operating model design.

Deepak graduated from the University of Pennsylvania, where he received degrees in both Mathematics and Bioengineering.