CLAUSTRO E INVESTIGACIÓN
PoblaciÃ³n GarcÃa, Francisco Javier
+34 91 448 08 92
C/ Leonardo Prieto Castro, 2
- 2009. PhD in Banking and Quantitative Finance, Quality award granted by the Spanish Education Ministry. Top mark (Honors Degree "Cum Laude").
- 1999-2001. Master of Finance and Economics degree. Top mark (Honors Degree), CEMFI (Centro de Estudios Monetarios y Financieros)
- 1994-1999. Degree in Physics. Extraordinary Degree Award (Best Degree Student 1994-1999). Universidad Complutense de Madrid
- 1995-2003. Degree in Mathematics. UNED (UNIVERSIDAD NACIONAL DE EDUCACIÓN A DISTANCIA).
Áreas de Interés
Valoración de Derivados.
- 2006-Present. Banco de España (Spanish Central Bank) Madrid, Spain. Financial Bank Supervisor. Supervisor (validation and monitoring) of credit risk models developed by banks. Supervision (validation and monitoring) of credit risk models at the eight biggest Spanish private banks. Involvement in constant negotiations to get these banks to meet outstanding regulations. As a result, these banks met outstanding regulations despite the current financial crisis. Coordinator of various entities in the EBA stress-test. Stress-test results were published in 2012. Leader of international working groups related to the implementation of Basel II. As a result: ECAIs approval. Manager of outstanding regulation. As a result, issue of the Spanish Central Bank Solvency Rule (3/2008).
- 2001-2006. Repsol. Madrid, Spain. Corporate Risk Management. Head of market risk management. Responsible for developing analytical tools used to quantify market risk. As a result these tools were incorporated in the Repsol general risk management processes. Responsible for designing and implementing models concerning the behavior of oil prices. Responsible for design and implementation of economic and financial models to analyze investment projects risk. These analysis led to Repsol investing in E&P projects in several countries (Argentina, Bolivia, Brazil, US Gulf,…) and in LNG business (Atlantic LNG, Pacific LNG,…), producing a large return and low risk. Responsible for simulating of the group results: Development of financial tools to replicate and simulate the group results. Leader of assessment of the accounting impact of derivatives, reducing capital requirements under IFRS and US GAAP.
- Jul-Sep 2000 Oliver, Wyman and Company, London, UK. Summer Intern in Credit Risk Models and Management.
"Expropriation Risk, Investment Decisions and Economic Sectors". Economic Modelling.
"The Stochastic Seasonal Behavior of Energy Commodity Convenience Yields". 2013. Energy Economics.
"Online Real Estate Valuation: Model and Applications", 2013, Investment Analysts Journal.
"Hedging Refining Margin with Crack Spread Options: A Common Long-Term Trend Model for Crude Oil and Refined Products", 2012, Quantitative Finance.
"The Stochastic Seasonal Behavior of the Natural Gas Price", 2012, European Financial Management.
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