Roberto VirreiraRisk Director IRRBB at STATE STREET
Roberto Virreira works as Risk Director for State Street in London.
Previously he was in charge of redesigning the IRRBB framework of
Standard Chartered Group, and was in charge of Group HSBC IRRBB
reporting and IRRBB stress test methodologies. He was Head of ALM and
BSM with Bank of America in Latin America, and worked in consulting
projects for several other global and regional banking organisations.
Roberto participated actively in the review, discussion and feedback
of BCBS 368 with several banking associations including BBA, EBF and
IIF. He has published articles on IRRBB on the Journal of Risk
Management in Financial Institutions and Written a chapter in the
second edition of The hand Book of ALM edited by Risk Books. He has
chaired IRRBB conferences in New York, London and has been a speaker
in several courses and seminars in Europe and Asia.
Roberto is an Industrial engineer, holds a Msc. in Economics and an
MBA from Warwick Business School.