Carlos Estébañez

His field of teaching focuses on the world of derivatives, and although he covers a wide variety of areas, his main specialisation is in the field of counterparty risk associated with derivatives.

He has a passion for sport, especially swimming, cycling and mountaineering.

Corporate Experience

• BBVA Group. Credit risks unit in the department of global markets at BBVA, Madrid, Spain

Credit risk unit for interest rates, FX, inflation and credit/equity derivatives, April 2009 - Present

- Risk analysis of market operations such as financing operations, restructuring with derivatives, etc.. Topics covered include profitability adjusted to risk, consumption of credit risk, analysis of CVA/FVA and consumption of capital, requiring a good understanding of Basel regulations

- In-depth knowledge of the BBVA Group methodology for calculating credit risk figures in derivatives operations (potential future exposure, CVA, FVA)

- Monitoring of new developments of CVA quants

- Assistance to the sales and research committees

Academic Experience

• Adjunct Professor IE University, Spain, 2021 - Present

• Professor of counterparty credit risk for derivatives IEB, Spain, June 2019 - Present

• Professor of FRM (Financial Risk Manager), AFI, Spain, May 2018 - Present

• Professor of CVA (Credit Value Adjustment) for derivatives, UNED, Spain, December 2018 - Present

Academic Background

• Executive MSc in Quantitative Finance, AFI, Spain, October 2018

• MSc. in Financial Economics, ICADE, Spain, October 1996

• DEA. Completed the course work for a PhD in Economics ,UAM, Spain, September 2005

• BSc. in Business Administration (Licenciatura), UAM, Spain, October 1991