Abraham Izquierdo

FRM Managing Director Traded & Treasury Risks at Grupo Financiero Banorte

Speaker

Abraham educational background comprises the GARP Financial Risk Manager certification, the BTRM Treasury Risk Management certification, the CQF Certificate in Quantitative Finance, the Moody’s Commercial Credit certificate, a PLD program from Harvard Business School, but also, an MSc in risk, MSc in finance, and the financial management MBA from one of the most prestigious universities in Mexico, better known as ITAM. He is also a Cornell Johnson School of Business & Queens Smith School of Business MBA.

Currently, Abraham is the managing director of trading & treasury risks at Grupo Financiero Banorte, where he has under authority the balance sheet oversight & modelling, including the hedging strategies policy compliance & interest rate risk/IRRBB framework. In a similar fashion, he is in charge of the liquidity risk framework & the Basel III directive. Abraham M Izquierdo is also responsible for the Grupo Financiero Banorte’s capital management, allocation, optimization & surveillance (including CET1, CAR, Stress Testing & ICAAP). In the trading book sideline, he is the head for market & counterparty risks, including the implementation of market/regulatory standards, financial products & derivatives, whthin the Banorte’s capital markets transformation program. He has also been in charge of the XVAs framework & Derivatives Committee introduction, but also the Basel IV, LIBOR/TIIE transition & Debt/Repos Central Counterparties implementation at Banorte.

Abraham is active member at Banorte’s risk committee & north region credit committees. He is also the leader of the & assets & liabilities committee (ALCO) & Banorte’s derivatives committee, but also the president of Banorte’s investment services committee.

He has particular interest & expertise in the following topics: capital markets/derivatives transformation programs, asset & liability management, corporate finance, M&A, investments, financial products & markets, credit portfolios & markets, derivatives, capital management, allocation & optimization, financial instruments/derivatives valuation, balance sheet modelling, oversight & hedging, liquidity management, risk & transfer pricinng practices, Basel III&IV, market & counterparty risks, including XVAs.