Maand: november 2015

I went to Bilbao last week to visit one of the head offices of BBVA and talk with the guys responsible for interest rate risk reporting. We looked together at a proposal on sanitizing the model using current QRM functionality. I am very happy about what has been proposed, as it is in line with wat I consider best practices in setting up QRM. These guys know what they are doing and I am happy to be a part of it for the next couple of months. Coming weeks it will be time to implement the suggestions made, probably moving […]

I will be starting with a proof of concept showing how to implement stress testing methodology for liquidity in QRM. I have a lot of ideas on it and actually cant wait to get started! But first it’s sunday, and, as I am in a new appartement and a new neighbourhood it is time to settle down once again in a different place. This one is a bit further up north, a bit closer to work but still in a somewhat lively neighbourhood. Could this be the place to stay for a longer period?

H all, I have added a Map of Madrid which will be available from the menu as of now on. I intend to post on the map where I have been and if I liked it. Maybe apply some color coding to the spots. Regards Theo.

Top basketbal in Madrid Yesterday went with a colleague of Nfoque to a game in the Euroleague of Real Madrid! Well.. Real Madrid Basketbal, but they are  the best team in Europe, having the most vicotries in history in the euro league. Sadly yesterday they lost though, but is was good to be out having some fun at night.

The first week in Madrid is done. After initially feeling a bit lost I am starting to feel more at home. Luckily my former colleague Jake linked me with some of his former colleagues at ING who are working in Madrid. They had some nice tips for me, including meetup.com. Via that site I have met some people for language exchange, and I am already starting to make some progress speaking Spanish as well! Meanwhile at BBVA we have the usual logistic issues surrounding new employees, but today I got my access to the building (via fingerprint no less) and after […]