The best training encounter for Risk Managers, Quants, Traders,
Fund Managers and Regulators worldwide
24 - 27 de Agosto 2022 ¿WHAT SHOULD THE FINANCIAL RISK MANAGEMENT AND
TRADING INDUSTRY CONSIDER AFTER THIS GLOBAL TURMOIL?

A MUST: if you are Investment Banker, Quant, Risk Manager, Asset Manager, Data Scientist or regulator, you can not miss it.

Cada aspecto del encuentro ha sido reevaluado para crear una vivencia virtual a fin de garantizar que tu experiencia digital brinde el máximo valor.
Ahora, con este formato mantenemos una parte importante de nuestro evento: la interacción total con los expositores y con los asistentes.
Tendrás la oportunidad de contar con influencia recíproca en cada uno de los cursos con los expertos, para hacer preguntas, ejercicios y que puedas aprovechar al nivel más alto el conocimiento de los practitioners que se presentan.
Podrás hacer un networking sólido al contar con la opción de contactar a todos los asistentes, por chat o por audio de forma individual o en un grupo.

DÓNDE

VIRTUAL LIVE

CUÁNDO

Miércoles a Sábado
Agosto 24 a 27 2022



ROUND TABLES

WHY DATA SCIENCE, ML & AI ARE CHANGING THE HISTORY OF THE RISK MANAGEMENT & FINANCIAL INDUSTRY

MIÉRCOLES 24 DE AGOSTO | 6:00 PM

CHAIR

TOM SEVERANCE
Head of Global Account Management and Sales
Institutional Cash Distributors (ICD)
Tom

JOHN HULL
Global Derivatives
Authority
Hull

LUIS SECO
Hedge Fund Manager
Sygma Analysis
Seco

MARIO ALAIN GONZÁLEZ
CVA – xVA Desk
Banorte
ALAIN

TIZIANO BELLINI
Risk Management &
Finance Expert
TIZIANO

INVESTMENT BANKING OPPORTUNITIES IN EMERGING MARKETS

MIÉRCOLES 24 DE AGOSTO | 7:00 PM

CHAIR

 JORGE ARCE
Chairman & CEO
HSBC México
JoseAlatorre

OCTAVIO CALVO
Investment Banking
INTERCAM

Octavio

ÁLVARO VAQUEIRO
Director General Banca
Corporativa y de Inversión
BBVA
alvaro_vaqueiro

CECILIA JIMÉNEZ
Equity Capital Markets
Santander

Cecilia

HUMBERTO CABRAL
Managing Partner
PINEAL

HUMBERTO

JOSÉ MIGUEL DÍAZ GOÑI
Investment Banking
414 Capital

joseMiguel

THE FUTURE OF TRADING PLATFORMS…THE RETAIL INSURRECTION

JUEVES 25 DE AGOSTO | 9:00 AM

CHAIR

 SUSANA SÁENZ
News Anchor
El Financiero Bloomberg
Susana

ALEJANDRO FAESI
DGA Mercados y Ventas
Grupo Financiero Banorte

ALEJANDRO

JORGE SILVA
Former
CITADEL

jorge

RAPHAEL JUAN
Socio Fundador de BBT y Director
CMA Mercados

Ra

MARC NATALE
Responsable de actividades de
Pre-ventas y Marketing en América

Ra

LECCIONES APRENDIDAS DE LA CRISIS CORPORATIVA DE 2008 OCASIONADA POR EL MAL USO DE DERIVADOS

JUEVES 25 DE AGOSTO | 7:00 PM

CHAIR

 ENRIQUE MUSI
Banking & Investment
Professional
profe

GUSTAVO CAMPOMANES
Former CFO
COMERCI

profe

IGNACIO DELFÍN
Former CRO
Peñoles

profe

MARIO LABORÍN
Former CEO
NAFIN

profe

MAURICIO BASILA
Former VP
Supervisión Bursátil
CNBV
profe

SAMUEL ALFARO
Former Director of Analysis and
Evaluation of the Financial
Markets – Banco de México
profe

KEYNOTES

IMAGETEXTO
john_hull

MACHINE LEARNING: FINANCE APPLICATIONS AND KEY CHALLENGES


JOHN HULL | GLOBAL DERIVATIVES AUTHORITY

Miércoles 24 de Agosto

8:00 AM

RMTC_PROF41

WHERE ARE WE IN THE CREDIT CYCLE


EDWARD ALTMAN | Z-SCORE CREATOR & GLOBAL CREDIT RISK AUTHORITY

Miércoles 24 de Agosto

9:00 AM

unnamed

ANALÍTICA GEOESPACIAL EN TÉCNICAS DE COBRANZA


SALVADOR RAMÍREZ | INVESTIGADOR DE SERVICIOS FINANCIEROS Y RETAIL CENTRO DE INVESTIGACIÓN COPPEL

Miércoles 24 de Agosto

4:00 PM

unnamed (1)

CLIMATE RISK - HOW GLOBAL BANKS ARE LOOKING TO MANAGE RISKS AND OPPORTUNITIES


NAEEM SIDDIQI | AUTHOR AND RISK AND QUANTITATIVE SOLUTIONS ADVISOR SAS INSTITUTE

Miércoles 24 de Agosto

5:00 PM

RMTC_PROF34

HOW TO CALCULATE CLIMATE FINANCIAL RISK AND OPPORTUNITY: A STOCHASTIC APPROACH


RON DEMBO | FOUNDER AND CEO | RISKTHINKING.AI

Jueves 25 de Agosto

8:00 AM

RMTC_PROF4

DECENTRALIZED FINANCE (DeFi)


MIGUEL DÍAZ | HEAD OF TORONTO CENTRE, BIS INNOVATION HUB

Jueves 25 de Agosto

5:30 PM

unnamed (5)

TRADING & HEDGING BITCOIN & ETHEREUM FUTURES & OPTIONS


GIOVANNI VICIOSO | SENIOR DIRECTOR OF EQUITY INDEX AND ALTERNATIVE INVESTMENT PRODUCTS CME GROUP


DAVID GIBBS | DIRECTOR DE EDUCACIÓN EN CME GROUP

Jueves 25 de Agosto

12:30 PM

Jorge Alegria

CONVERSIÓN DE SWAPS DE LIBOR A SOFR EN CÁMARAS DE COMPENSACIÓN Y UN VISTAZO A LA CONVERSIÓN DE TIIE28 A TIIE DE FONDEO EN MÉXICO


JORGE ALEGRÍA | INTERNATIONAL MARKETS DEVELOPMENT / CME GROUP

Jueves 25 de Agosto

4:00 PM

1

HYPOTHETICAL SCENARIOS, LIQUIDITY RISK, MULTIFACTOR MODELING


RAFAEL MENDOZA | DIRECTOR OF FINANCIAL RISK QUANTITATIVE RESEARCH SS&C ALGORITHMICS

Viernes 26 de Agosto

12:30 PM

2

CLIMATE CHANGE: IMPLICATIONS FOR RISK MANAGERS


MICHAEL SELL | SENIOR VICE PRESIDENT GLOBAL HEAD OF INSTITUTIONAL OUTREACH AND BUSINESS DEVELOPMENT GARP

Viernes 26 de Agosto

8:00 AM

unnamed (6)

CONSTRUYENDO MERCADOS DE CAPITALES SOSTENIBLES


JORGE FAMILIAR | TREASURER WORLD BANK

Viernes 26 de Agosto

9:00 AM

WORKSHOPS

INTERNATIONAL REGULATION

PractitionersDuración
Global regulatory outlook of MarketsRonald Filler6 Horas
Basilea IVAlonso Peña13 Horas

ASSET & PORTFOLIO MANAGEMENT

PractitionersDuración
Hedge Fund Management: A Quantitative ApproachJorge Silva21 Horas
Alternative Data in Investment ManagementJorge Silva6 Horas
Portfolio Construction...A Quant ViewRafael Jiménez27 Horas
How to create & Manage a Family OfficeLuis Seco13 Horas
ESG Asset Allocation and Analysis Luis Mario Hernández7 Horas

BLOCKCHAIN, MACHINE LEARNING, AI & HPC

PractitionersDuración
Machine Learning and Artificial Intelligence for Credit RiskTiziano Bellini14 Horas
Machine Learning and its Applications in FinanceJohn Hull9 Horas
High Performance Computing with Julia for Insurance and FinanceArturo Erdely8 Horas
Blockchain & Crypto AssetsJosé Luis González Birlain13 Horas

ESG & CLIMATE CHANGE RISK

PractitionersDuración
Climate Change Risk and Stress Testing for BanksTiziano Bellini13 Horas
Climate Change Risk Management & AnalysisLuis Seco14 Horas

RISK MANAGEMENT

PractitionersDuración
Conduct Risk For Financial InstitutionsCosette Reczek & Nick Leeson9 Horas
Fraud Risk ManagementGastón Huerta14 Horas
Cyber Security & Hacking Penetration Testing in BankingChristiams Valle14 Horas
Quantitative Operational Risk ManagementFernando Hernández10 Horas

TRADING AND QUANTITATIVE FINANCE

PractitionersDuración
Trading & Hedging Energy DerivativesEhud Ronn20 Horas
CVA-xVA Challenge: Pricing, Hedging & TradingDavid Mireles y Giovanni Negrete27 Horas
Trading and Arbitraging Fixed Income Yield CurvesJuan Icaza Fernández Del Castillo20 Horas
De LIBOR a SOFR: Implementación del Nuevo EstándarAbraham Izquierdo13 Horas


Expositores

¡Bringing you the best From the best!
Susana Sáenz

Susana Sáenz

News Anchor El Financiero - Bloomberg
Octavio Calvo

Octavio Calvo

Investment Banking - Intercam
Jorge Arce

Jorge Arce

Chairman & CEO - HSBC México
Alejandro Faesi

Alejandro Faesi

DGA Mercados y Ventas - Grupo Financiero Banorte
Gustavo Campomanes

Gustavo Campomanes

Former CFO - COMERCI

Ignacio Delfín Hierro

Ignacio Delfín Hierro

Former CRO - Peñoles
Mario Laborín Gómez

Mario Laborín Gómez

Former CEO - NAFIN
Mauricio Basila

Mauricio Basila

Former VP Supervisión Bursátil - CNBV
Enrique Musi

Enrique Musi

Banking & Investment Professional
Miguel Díaz

Miguel Díaz

Head Of Toronto Centre, BIS Innovation Hub

Rafael Mendoza

Rafael Mendoza

Director Of Financial Risk Quantitative Research SS&C Algorithmics
Michael Sell

Michael Sell

Senior Vice President Global Head Of Institutional Outreach And Business Development - GARP
Jorge Familiar

Jorge Familiar

Treasurer - World Bank
José Miguel Díaz Goñi

José Miguel Díaz Goñi

Investment Banking - 414 Capital
Samuel Alfaro

Samuel Alfaro

Former Director of Analysis and Evaluation of the Financial Markets - Banco de México

Fernando Hernández

Fernando Hernández

Consultor / Entrenador Senior - DTSimulator
Mario Alain González

Mario Alain González

CVA - xVA Desk - Banorte
Giovanni Vicioso

Giovanni Vicioso

SENIOR DIRECTOR OF EQUITY INDEX AND ALTERNATIVE INVESTMENT PRODUCTS - CME GROUP
Jorge Alegría

Jorge Alegría

INTERNATIONAL MARKETS DEVELOPMENT - CME GROUP
Salvador Ramírez

Salvador Ramírez

Investigador de Servicios Financieros y Retail - Centro de Investigación Coppel

Naeem Siddiqi

Naeem Siddiqi

Author and Risk and Quantitative Solutions Advisor - SAS Institute
David Gibbs

David Gibbs

Director de Educación en CME Group
Raphael Juan

Raphael Juan

Socio Fundador de BBT y Director - CMA Mercados
Marc Natale

Marc Natale

Responsable de actividades de Pre-ventas y Marketing en América
Tom Severance

Tom Severance

Head of Global Account Management and Sales Institutional Cash Distributors (ICD)

Luis Mario Hernández

Luis Mario Hernández

Asset Manager Advisor
Edward Altman

Edward Altman

Z-Score Creator & Global Credit Risk Authority
Gastón Huerta

Gastón Huerta

Fraud Risk Management - CITI
Alonso Peña

Alonso Peña

Quantitative Analyst - European Investment Bank
Giovanni Negrete

Giovanni Negrete

CVA - xVA Desk - Banco Santander México

Arturo Erdely

Arturo Erdely

Quant & Statistics Professional
Luis Seco

Luis Seco

Hedge Fund Manager - Sygma Analysis
Ron Dembo

Ron Dembo

Founder and CEO - Riskthinking.ai
Jorge Silva

Jorge Silva

FORMER - CITADEL
Tiziano Bellini

Tiziano Bellini

Risk Management & Finance Expert

Ronald Filler

Ronald Filler

Global Regulation Markets / New York Law School
Cosette Reczek

Cosette Reczek

Founder, Permuto Consulting
John Hull

John Hull

Global Derivatives Authority
Rafael Jiménez

Rafael Jiménez

Portafolio Management - Idylian Capital
José Luis González

José Luis González

Crypto Catalyst - Bitso

Nick Leeson

Nick Leeson

Former Trader - Barings Bank
Christiams Valle

Christiams Valle

Líder en Prevención, Gestión y Control de Riesgos
David Mireles

David Mireles

CVA - xVA Desk - BBVA
Abraham Izquierdo

Abraham Izquierdo

Risk Manager - Grupo Financiero Banorte
Juan Icaza Fernández

Juan Icaza Fernández

Socio Director - JIF Capital

Ehud Ronn

Ehud Ronn

Texas McCombs School Of Business
Álvaro Vaqueiro

Álvaro Vaqueiro

Director General Banca Corporativa y de Inversión - BBVA
Cecilia Jiménez

Cecilia Jiménez

Equity Capital Markets - Santander
Humberto Cabral

Humberto Cabral

Managing Partner - PINEAL

EXCHANGE SPONSORS

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LEAD SPONSORS

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CO-SPONSORS

KPMG
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MATHWORKS

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MEDIA SPONSORS

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CONTÁCTANOS


Teléfono: +52 (55) 5536 4325, +52 (55) 5669 4729 ext. 2202 o 2208. Email: derivatives@riskmathics.com