Protiviti Contact

Protiviti Contact

Aldo Zegers Undurraga

Director

Aldo Zegers Undurraga

Professional with a great experience both local and international in Credit and Financial Risk, Consultant of financial entities for Credit, Financial and Operational Risk matters.

Experience advising financial institutions in the selection of market risk management systems, counterparty and credit, experience in the implementation of the OIS methodology for the calculation of derivative valuation curves.

Implementation of collateral management procedures.

Implementation of regulatory and economic capital management model and risk-adjusted profitability measures (RAROC, RAROEC).

Implementation of retail credit risk models.

Certified Public Accountant, Post Degree in Financial Risk Management Options and Futures Institute Madrid, Diploma in Business Administration Adolfo Ibáñez University ( Chile), Diploma in Business Management IESE (Madrid).

Industry expertise: Financial Institutions, Banks, Insurance Companies, Stock Brokers, Fund Managers

Areas of expertise: Market, Operational and Credit Risk, CIB Back Office procedures, Derivatives valuation