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Wednesday June 20 | 10:00 am - 6:00 pm Thursday June 21 | 10:00 am - 5:00 pm

RUBÉN HARO FOUNDER FIGUFIN

Rubén Haro is a specialist in risk management, and financial and economic analysis, with experience in consulting and auditing important clients of the sector. Currently, he is founding director of Figufin, a financial services consultant firm that attends financial consulting topics to clients of all industries. He was partner of Financial Services and Risk Management in EY, and Risk Strategies and Portfolio Valuation Director in BBVA Bancomer. Ruben has a B.A. in Actuarial Sciences from the Instituto Tecnológico Autónomo de México (ITAM), a PhD in Statistics from the Imperial College London, and he graduated from the improvement of management skills Program D-1 from the IPADE Business School. He is professor of the Masters Degree in Risk Management in the ITAM and of the bachelor´s degree in Applied Mathematics and Computer Sciences in FES Acatlán, UNAM. Topics: 1. Prepayment risk Build and calibrate models to estimate the survival rate to the prepayment of a credit portfolio and its link with the CPR (Constant Prepayment Rate). 2. Credit Risk Build and calibrate models to estimate the survival rate to credit portfolio default and its link to the PD (Probability of Default) to the life of the loan. 3. Liquidity Risk Build and construct models to estimate the prepayment risk and credit risk implications in the match and mismatch of assets and liabilities that fund the credit portfolio. 4. Market Risk Build and calibrate models to estimate the internal rate of return and determine the economic value added of a credit portfolio using various mechanisms of portfolio funding. 5. Economic Value Added Build and calibrate models to estimate the risk-adjusted return of a credit portfolio incorporating credit, liquidity, market and prepayment risks.


REQUIREMENTS

PRICE: $25,000.00 Mexican Pesos + Tax (16%) Duration: 15 hours (2 Sessions)

Venue: Universidad Panamericana Campus Santa Fe Antonio Dovalí Jaime 75, piso 6, Santa Fe, CDMX.

• Graduated from an economic and/or administrative career. • Preferably working in Financial Institutions. • Participants should bring a laptop.

PAYMENT METHODS: 1. Bank Transfer in US Dollars (Foreign Institutions) BANK: BBVA Bancomer ACCOUNT NUMBER: 0121 8000 11 0583 0066 SWIFT: BCMRMXMM BRANCH NUMBER: 0956 BENEFICIARY: RiskMathics, S.C. 2. Credit Card: VISA, MASTERCARD or AMERICAN EXPRESS. IMPORTANT NOTICE: There will be no reimbursements.

Registration E-mail: derivatives@riskmathics.com Telephone: +52 (55) 5638 0367 y +52 (55) 5669 4729

WWW.RISKMATHICS.COM

Risk Modeling: Adjusting Credit Portfolio Profitability 2018 Ing  
Risk Modeling: Adjusting Credit Portfolio Profitability 2018 Ing