Managing Director, Data Intelligence
Mr. Gea-Carrasco works with financial institutions to address their technology and enterprise risk management needs. Previously, Mr. Gea-Carrasco held leadership positions at various institutions and global banks.
Mr. Gea-Carrasco is a regular speaker at international conferences and has published several articles in the areas of risk management, financial technology and derivatives pricing. Mr. Gea-Carrasco holds a BSc. and MSc. in Telecommunication Engineering, a Master in Economics and Finance, and a MSc. in Financial Mathematics, with distinction, from King’s College London.
This article provides an overview of the new standard and analyzes the major challenges financial institutions will face in ensuring IFRS 9 compliance.
Banks should prepare for a new business ecosystem driven by the financial technology (FinTech) revolution. Learn how the industry can adapt to disruptions.
International Financial Reporting Standard 9 (IFRS 9) will soon replace International Accounting Standard 39 (IAS 39). The change will materially influence banks’ financial statements, with impairment calculations affected most.
This article discusses the importance of effective resolution plans, given their impact throughout a business.
Implementing an Effective Stress Testing Program for Risk Management Governance and Regulatory Compliance
This article discusses the regulatory view on governance for stress testing in the US, UK, and euro zone, as well as aspects of governance best practice and implementing an effective stress testing program.
On October 26th, the European Central Bank (ECB) published the results of the Comprehensive Assessment (CA – AQR and Stress Test). This article discusses the results, next steps such as the timeline and capital plan to meet the capital shortfall, other potential areas of enhancement at banks, and future expectations.
Preparing for the 2014 EBA Stress Test - Best Practices for Regulatory Stress Testing & Capital Modeling
This Moody's Analytics and PRMIA webinar-on-demand provides an overview of EU stress testing regulatory requirements and the Moody's Analytics capabilities and solutions that will help you meet them.
This article discusses the importance of managing and measuring liquidity risk, regulatory guidelines and implications, and how an effective enterprise-wide stress testing program requires and integrates liquidity risk.
Forecasting revenue, expense, portfolio losses, and capital ratios plays an essential part in a stress testing framework. We examine the current state of stress testing and how institutions can prepare for upcoming regulatory requirements, such as the AQR.
This article outlines the steps to perform reverse stress testing, which explores tail risks and reveals hidden vulnerabilities and scenarios not reflected through traditional stress testing analysis.