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FIRST SANTANDER FINANCIAL ENGINEERING SCHOOL: SCHEDULE

Central European Time (CET)
TUESDAY
March 2nd
THURSDAY
March 4th
TUESDAY
March 9th
THURSDAY
March 11th
TUESDAY
March 16th
THURSDAY
March 18th
11:00
11:15

Institutional

Welcome
11:15
11:30

Introduction:

Led by Rogier Ferdinand Schulpen (CRO of SCIB) & Álvaro Arevalo (Head of Market Risk Treasury Spain)

José Manuel de la Chica (Global Head of Technology & Innovation of Santander Universidades)

(Chairwoman: Amalia Jeux)

Introduction:

Francisco Catena 
(CRO One Europe and Group
CCO)
(Chairwoman: Amalia Jeux)

Introduction:

Jose Mª Rodríguez Barahona
(Group CM&SRO)
(Chairwoman: Amalia Jeux)

Introduction:

Carlos Muñiz 
(CFO of SCIB)
(Chairwoman: Amalia Jeux)

Introduction:

Ernesto Martinez Gómez 
(Global Head Financial Risk Internal Audit & Board member in The Institute of Internal Auditors Inc.)
(Chairwoman: Amalia Jeux)

Introduction:

Jose Manuel Colina
(Global Head of Global Markets for Europe and Asia of SCIB)
 
(Chairwoman: Amalia Jeux)
11:30
13:00

Backtesting of Financial Risk Models

Alexander McNeil

(Chairman: Joan del Castillo)

XVA Analysis I

Stéphane Crépey

(Chairwoman: Elisa Alòs)

Models for Dependent Risks Using Copulas

Alexander McNeil

(Chairman: Joan del Castillo)

XVA Analysis II

Stéphane Crépey

(Chairwoman: Elisa Alòs)

Econometric Studies of Crypto Asset Markets

Carol Alexander

(Chairman: Luis Ortiz)

Trading and Hedging Bitcoin Volatility

Carol Alexander

(Chairman: Luis Ortiz)
13:00 – 14:30
Lunch
14:30
16:00

Backtesting of Financial Risk Models

Alexander McNeil

(Chairman: Joan del Castillo)

XVA Analysis I

Stéphane Crepey

(Chairwoman: Elisa Alòs)

 Models for Dependent Risks Using Copulas

Alexander McNeil

(Chairman: Joan del Castillo)

 XVA Analysis II

Stéphane Crepey

(Chairwoman: Elisa Alòs)

 Econometric Studies of Crypto Asset Markets

Carol Alexander

(Chairman: Luis Ortiz)

 Trading and Hedging Bitcoin Volatility

Carol Alexander

(Chairman: Luis Ortiz)
16:00
16:15
 Closing
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