Jan Peter Schmittmann, 57, came under fire for taking a large pay-off after the nationalisation of his troubled bank ABN Amro.
He ran the domestic operations of the Dutch bank between 2003 and 2007 and was widely criticised for landing a £6.6million ($10.95 million) pay-off.
Jan Peter Schmittmann, 57, former Netherlands
chief executive of the ABN Amro bank, who has been found dead along with
his wife Nelly (right), 57, and daughter Babette, 22, at their home in
the Dutch town of Laren
It followed the bank's collapse, takeover by RBS and subsequent nationalisation.
Police in the Netherlands said they visited his house in the wealthy commuter town of Laren, east of Amsterdam, early on Saturday after being alerted by a family friend.
There they found his body along with those of his 57-year-old wife Nelly and 22-year-old younger daughter Babette.
There was no indication that Schmittmann's business dealings had played any role in the tragedy.
The daily Algemeen Dagblad said the three were found by Schmittmann's elder daughter who had come to visit before departing for India, where she had been due to do an internship.
Happier times: Nelly and Babette Schmittmann are pictured together
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