Resolution Management Resolution Management

Stephane Rio

Stephane Rio

Education/Training

  • Ecole Polytechnique (Paris)
  • ENSAE (Paris) – Master in Stochastic Models applied to Finance

Experience

  • Wide variety of responsible roles in interest rate, credit and currency derivatives trading
  • Management and re-financing of major bank balance sheets as well as associated special funds (cover pools)
  • Analysis and value-preserving reduction of major portfolios of derivatives, bonds and structured instruments
  • Conception and re-negotiation of collateral agreements, value generation through successful modification of various elements (incl. discounting rules, collateral evaluation procedures, catalogue of deliverable securities)
  • Design of risk management and measurement methods for derivatives with central stock exchange clearing

Career Stages

seit 2013

The Independent Calculation Agent Ltd. – CEO

2014–2016

Kepler Chevreux – Global Head of Debt and Derivatives

2008–2011

DEPFA Bank plc. – Board member responsible for Treasury and Capital Markets
DEPFA ACS Bank (Dublin) – CEO
within the framework of the restructuring of the DEPFA/HRE Group

2003–2008

Swapstream – CEO (sale to Chicago Mercantile Exchange)

1996–2003

Commerzbank AG – Global Head of Interest Rate and FX Swaps