Volatile economic conditions are testing the organizational resilience of financial entities in the Latin America region. Interest rates have remained unusually high in line with the inflation rate, market expectations, and central banks' policy decisions. Low growth coupled with high funding costs challenges the stability, profitability, and solvency indicators of some firms.
At this virtual meeting of the GARP Chapter Peru you can gain valuable insights on the lessons learned by renowned financial institutions and banking regulators from the region, led by their experts in balance sheet risk management. Hear their opinions and perspectives regarding the trend of solvency indicators and the factors that support the regulatory proposal to adopt the Net Stable Funding Ratio to manage structural liquidity risk and assure the medium-term funding stability of financial institutions.
Among the questions our speakers will answer are:
This webcast will be held in Spanish.
8:00 – 8:05 AM: Welcome and introduction
8:05 – 8:30 AM: Main presentation
8:30 – 9:00 AM: Panel discussion: conclusions and perspectives
9:00 – 9:15 AM: Audience Q&A and closing remarksAttendees qualify for 1 GARP CPD credit.
November 30, 2023
8:00 AM - 9:15 AM
Link Emailed Upon Registration
Director, GARP Peru Chapter
Senior Manager, Mirai Advisory
Director of ALM Risk and Funds, Scotiabank Mexico
Principal Supervisor of Market Risk, Liquidity and Investments, Superintendencia de Banca Seguros y AFP
Edward Sanchez, FRM, BTRM
Chapter Leader of Liquidity Risk and Interest Rates, Banco de Crédito del Perú
Luis Cachay Huaman
Director GARP Peru Chapter
Marco Antonio Remy Castagnola
Senior Risk Advisor Banco de Crédito del Perú
Luis Cachay leads APEGRI risk consultants association. Previously he was Director of Integrated Risk Management at Scotiabank Peru, where he was also Director of Market and Liquidity Risk Management. Luis was Chair and founder of the Strategic Committee for Integrated Risk Management at the Peruvian Bankers Association and Chair of the Latin American Risk Committee of the Latin American Banks Federation (FELABAN). He is FRM-Certified, a CIA-Certified Internal Auditor, and CT31000- and CRM-Certified in Risk Management.
Antonio Borras is Senior Manager at Mirai Advisory and leads the ALM practice in the consulting area. With more than ten years of experience in the management of structural risk, interest rate risk, and liquidity risk, Antonio has provided strategic support to tier 1 banks globally in their ALM and liquidity risk management processes. He is a CFA charterholder and has a master's in Finance from the Carlos III University of Madrid.
Vicente Garcia is an economist at ITAM and has a master's in Risk Management from this institution. He has attended various programs and holds certifications such as Banking and Finance from Louisiana State University, Bank Treasury Risk Management (BTRM®), and Credit Commercial Lender from Moody’s. He has spent more than ten years in the financial sector working in various areas of financial risk with specialization in structural risk management focused on liquidity, interest rates, and solvency. Vicente has taught at several Mexican universities on risk management, derivatives, and balance sheet optimization.
Sandra Gonzáles is Principal Supervisor of Market Risk, Liquidity and Investments at Superintendencia de Banca Seguros y AFP (SBS). She has 13 years of experience in supervision activities of companies in the financial system and regulation. Sandra currently leads the liquidity risk supervision and regulation team and is responsible for the implementation of Basel III standards in Peruvian regulation. She has supervised the market, liquidity, and investment risks of two of Peru’s four systemically important banks and the companies in their respective financial groups. Sandra has been a liquidity risk professor in the SBS Extension Program. She is an Economist from the National University of Engineering.
Edward Sánchez is Chapter Leader of Liquidity Risk and Interest Rates at Banco de Crédito del Perú. He has more than ten years of experience in market, liquidity, and investment risk management. Edward is an economist from Universidad Peruana de Ciencias Aplicadas and has obtained the Financial Risk Manager (FRM®) and Bank Treasury Risk Management (BTRM®) certifications.