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

RUBÉN HARO FOUNDERFIGUFIN

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 riskBuild 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 RiskBuild 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 RiskBuild 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 RiskBuild 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 AddedBuild and calibrate models to estimate the risk-adjusted return of a credit portfolio incorporating credit, liquidity, market and prepayment risks.

PAYMENT METHODS:

1. Bank Transfer in US Dollars (Foreign Institutions) BANK: BBVA Bancomer ACCOUNT NUMBER: 0121 8000 11 0583 0066 SWIFT: BCMRMXMMBRANCH NUMBER: 0956 BENEFICIARY: RiskMathics, S.C.

2. Credit Card: VISA, MASTERCARD or AMERICAN EXPRESS.

IMPORTANT NOTICE: There will be no reimbursements.

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.

WWW.RISKMATHICS.COM

Registration

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

y +52 (55) 5669 4729

REQUIREMENTS

• Graduated from an economic and/or administrative career.

• Preferably working in Financial Institutions.

• Participants should bring a laptop.