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RiskMinds International
18 - 21 November 2024
InterContinental O2London

Abraham Izquierdo
FRM Managing Director Traded & Treasury Risks at Grupo Financiero Banorte


Abraham educational background comprises the GARP Financial Risk Manager certification, 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 policy compliance hedging strategies & interest rate risk management. 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 valuation and implementation of financial products & derivatives, whthin the Banorte’s capital markets transformation program. He has also been in charge of the XVAs framework & Derivatives Committee introduction at Banorte. As of now, two relevant initiatives he is leading at Grupo Financiero Banorte are: the Basel IV & LIBOR/TIIE transition implementation.

Abraham is active member at Banorte’s risk committee, north region credit committee & assets & liabilities committee. He is also the secretary of Banorte’s derivatives committee & president of Banorte’s investment services committee.

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

Agenda Sessions

  • New generation of Balance Sheet Management