Association of Supervisors of of the Americas (ASBA) – Financial Stability Institute (FSI) of the for International Settlements (BIS)

Meeting on Interest Rate Risk in the Banking Book (IRRBB) and the Revised Standardised Approach (RSA) for Credit Risk

Hosted by ASBA and the Central Bank of Brazil

Sao Paulo, Brazil, 27–28 April 2016

Speakers’ Curriculum Vitae (in order of appearance)

Mr Stefan Hohl, Financial Stability Institute, Bank for International Settlements Stefan Hohl joined the Financial Stability Institute (FSI) of the Bank for International Settlements (BIS) as a Senior Financial Sector Specialist in 2005. He is primarily responsible for assisting financial sector supervisors globally with the implementation of sound practices for effective banking supervision. Stefan currently represents the FSI in the Policy Development Group (PDG) and the Trading Book Group (TBG) of the Basel Committee on Banking Supervision (BCBS). Before joining the FSI, Mr Hohl was a Senior Economist (Supervision) in the BIS Representative Office for Asia and the Pacific in Hong Kong. Prior to joining the BIS in 2001 he worked for the Deutsche Bundesbank in Frankfurt in its department for Banking Supervision. Since, he has been actively involved in the work of the Basel Committee (BCBS) on Basel II and Basel III as a German and FSI representative on various BCBS working groups as well as a member of BCBS’ expanded secretariat working on Basel II. He has a wide experience as a lecturer on banking related topics. He also gained market experience in an investment company as a portfolio manager; and he acted as a founding member of a software company. He holds a degree in mathematics.

Mr Jeff Miller, Financial Stability Institute, Bank for International Settlements Jeff oversees content development for FSI Connect, the FSI’s e-learning tool for central banks and supervisory authorities, and manages the group’s client and partner relationships. Previously, he spent four years in the BIS Representative Office for Asia and the Pacific, where he was responsible for delivering the FSI’s seminar programme in the Asia-Pacific region. Jeff is currently a member of the Basel Committee’s Task Force on Interest Rate Risk in the Banking Book and its Working Group on Liquidity. He joined the FSI following a secondment with the Secretariat of the Basel Committee on Banking Supervision, where he provided support to the Operational Risk Subgroup of the former Accord Implementation Group (today’s Supervision and Implementation Group) and to the Joint Forum and its working groups. Jeff’s background in financial sector regulation and supervision developed over more than decade with the Office of the Superintendent of Financial Institutions Canada (OSFI), Canada’s primary regulator of banks and federally chartered life and property and casualty insurers. His experience with OSFI ranged from on-site supervision to developing domestic capital guidance, managing the regulatory reporting and financial analysis function and representing OSFI on the Risk Management Group of the Basel Committee, the group that developed the operational risk section of Basel II. Jeff started his career in financial services as a corporate lender with one of Canada’s largest banks. He holds an MBA from the Ivey Business School at the University of Western Ontario, London, Canada.

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Ms Zdenka van Schaik, Bank Zdenka van Schaik is a supervisor specialist at the On-site and Banking Expertise Department of De Nederlandsche Bank where she fulfils the role of IRRBB/ALM specialist. Until the end of 2015 Zdenka has worked as a policy advisor at the Quantitative Policy Department and represented the Nederlandsche Bank in TFIR as well as in the BCBS Working Group on Operational Risk. In past she also advised on the Banking Structure Reform and has contributed to the developing of the new EBA guidelines on IRRBB and on the retention requirement for securitisations. Before joining DNB in 2010 Zdenka worked at the policy department and the dealing room of the Dutch State Treasury Agency and at the treasury department of DSB Bank.

Mr Luis Eduardo Novaes de Miranda, Central Bank of Brazil Luis Miranda joined Central Bank of Brazil in 2012 as a liquidity and market risk specialist. He started his career in 1996 as a risk manager in a large private Brazilian bank. After that he worked as an ALM analyst in a Brazilian affiliate of a US bank and as a portfolio manager at a large Brazilian investment firm, dealing with equity funds for institutional investors. In his current functions at Central Bank of Brazil, Luis works with liquidity, market risk and treasury operational risk in the on-site banking supervision department and is also the manager of the Business Model Analysis (BMA) project. He has been in charge of the IRRBB evaluation in the ICAAP assessment process in Brazil and represented Central Bank of Brazil in the Basel Committee’s Task Force on Interest Rate Risk (TFIR) since 2013. Luis is a CFA charter holder.

Mr Fabiano Gabriel, Central Bank of Brazil Mr. Fabiano Gabriel works at the Banco Central do Brasil (BCB) since 2003, now as Advisor at the Financial Stability Monitoring Department. He has sound experience in market and liquidity risk, and on and off-site banking supervision. He holds a Ph.D and MsC. in Accounting and Finance and a MBA in Derivatives and Capital Markets. His papers in topics such as corporate governance, accounting and banking, have been presented in finance conferences and published in Brazilian academic journals and books. Fabiano currently represents Brazil as a member of the Supervision and Implementation Group – Trading Book Subgroup (SIGTB) of the BCBS. Since January 2016, he is joining the Secondment program in the Financial Stability Institute (FSI).

Mr Anderson Heringer Werner, Central Bank of Brazil Anderson Werner started his professional work as a consultant in a large consultancy in Sao Paulo. Ten years later he joined the Central Bank of Brazil, where he worked with systemic risk within supervision prior to joining the prudential regulation department. Since 2013 he has represented the Central Bank of Brazil in different BCBS groups under the PDG (Policy Development Group). Anderson is part of the policy team responsible for the regulatory capital, the standardised approach in credit risk, IRB and counterparty credit risk.

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Mr Andrew Willis, Board of Governors of the Federal Reserve System Andrew Willis is a supervisory financial analyst in the Division of Banking Supervision and Regulation at the Federal Reserve Board. He is primarily responsible for developing and implementing policy related to the Basel Committee on Banking Supervision (BCBS) capital and liquidity standards as well as aspects of the Dodd-Frank Act. Andrew currently represents the Federal Reserve Board on the BCBS international working group tasked with revising the existing standardized risk-based capital requirements for credit risk. He was previously seconded for a two-year assignment at the Secretariat of the BCBS at the Bank for International Settlements, during which his responsibilities focused primarily on the development of the Liquidity Coverage Ratio as well as revisions to the standardized approaches for operational risk. Andrew holds a B.A. in International Relations from Brigham Young University and an M.A. in Economics from Johns Hopkins University.

Ms Elena Rodríguez de Codes, Bank of Elena Rodriguez de Codes is a senior advisor at the Directorate General of Financial Stability and Resolution of Banco de España. She is expert on international regulatory policy, advisor to Senior Management and representative of Banco de España in working groups of the Basel Committee on Banking Supervision, the European Banking Authority and the European Systemic Risk Board. She is currently the Spanish representative at the Task Force on Standardised Approaches. Previously she worked at the European Investment Bank as a credit risk officer responsible for financial institutions and at Banco de España as a banking supervisor.

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