Implementation of the FRTB in Commercial Banks: Models, Incentives and Challenges

Jesus is the Program Director of FRTB at Société Générale. He has over 20 years of experience in Risk Management across capital market activities at major European banks and consulting firms in Spain, Germany and France. During his career he has held diverse roles, including Risk Manager of Market and Counterparty risks, as well as SME and Program Manager, overseeing the implementation of significant Market and Counterparty risk regulations. He holds a bachelor's degree in Economics from Universidad Autonoma de Madrid, and is also an FRM and SCR certificate holder.

José David is Team Director, Trading Market Risk at Banco Santander, working as a model owner within the corporate market risk department. With over 18 years of experience in capital markets across international banks, José specialises in financial risk management with an emphasis on market risk. He has a strong passion for how new technologies are enhancing practices in capital markets.

Ramiro Ruano, Senior Manager at Banco Santander. He is responsible for market risk management in the capital markets group. Ramiro has 18 years of experience working in financial markets and has earned the Financial Risk Manager (FRM) certification. 

Agustín is head of the Market Risk and Valuation department at Caixabank. He is a mathematician with over 20 years of experience in valuation and risk modelling. During his career he has worked with derivatives models across a variety of applications, including valuation, counterparty risk, XVA, and market risk.