Juan Ramirez is a senior professional at Deloitte in London, advising banks on IFRS 9 and Basel III/IV issues
On the accounting side, Juan is an expert in the three areas of IFRS 9: measurement and classification, impairment and hedge accounting. He has been involved in numerous projects with European banks and the European Central Bank in reviewing their impairment staging and provisioning practices.
Juan is involved in the entire spectrum of capital ratios: measurement, ICAAP, stress testing, capital allocation, capital planning and capital optimisation
Juan holds an MBA from University of Chicago and has worked 20 years mainly in London in the derivatives trading and sales areas of JPMorgan and later Lehman Brothers, Barclays Capital, Banco Santander and BNP Paribas, where he gained a strong knowledge of market risk.
Mr. Ramirez is the author of “Handbook of Basel III Capital”, “Accounting for Derivatives”, and “Handbook of Corporate Derivatives and Equity Capital Markets”
Catalyst Development Ltd
Paul is a risk and regulatory specialist having worked within the sectors of banking and capital markets for 15+ years; initially within banking, a global credit rating agency and then risk (including analytics) & regulatory technology. The combination of hands on practical experience combined with the knowledge of the key technologies implemented across the banks operating models has allowed Paul to better understand the key processes and workflows impacting their day-to-day operations. His product knowledge spans across fixed income, derivatives/structured credit, equities through to alternative investments
Jose Luis Chauca-Claros
Credit Stress Testing Manager
Jose Luis Chauca-Claros is Credit Stress Testing Manager at RBS with more than 10 years of experience in the financial industry. He has a Master degree in Economic Analysis and a Master in Business Administration.
Risk Specialist, Prudential Regulation Authority
The Bank of England
Diederick is a risk specialist at the Prudential Regulation Authority, The Bank of England. His responsibilities include ICAAP assessments, stress testing and capital management technical reviews. He holds a Ph.D. in Mathematical Statistics and his specialties include credit risk, operational risk, concentration risk, model risk management, stress testing and economic capital frameworks. Before joining the FSA/PRA in 2011 he was Director of Capital Modelling at Barclays bank.
EMEA Principal Risk Specialist
FRM certified Risk Management specialist with strong analytical mindset and finance background. By combining my 10+ years of Risk Management experience with SAS Analytical and Risk & Finance Solutions I am uniquely positioned to provide the leading financial institutions with valuable advice for addressing their Risk & Finance management challenges.
My main Finance & Risk Management competency areas include:
- Finance and Risk Management technology;
- Risk regulations ( Basels /CRDs, ICAAP, ILAAP, Solvency II, ORSA);
- Accounting standards: IFRS 9 ;
- Enterprise Risk Management;
- Model Risk Management;
- Financial Risk Management and Asset Liability Management;
- Risk data / analytics;
- Planning, Forecasting, Stress Testing, Scenario analysis and Capital management.
- Risk and Finance integration
I am passionate about helping companies to improve their existing risk and finance processes, providing advice, educating and driving business development in the areas above.