Pablo Vaño Frances


KPMG in Spain

Pablo has a vast amount of experience working for financial institutions. He has extensive experience in projects aimed to support the implementation of Basel II/Basel III (incl. external and internal audit, regulatory reporting, RWA efficiency improvement, ICAAP, Pillar III as well as managing model risk incl. model development). Furthermore he has knowledge in managing multidisciplinary engagements aimed to identify regulatory impacts derived from organizational or business changes, assess regulatory changes adaptation, participate in asset quality reviews, optimizing regulatory capital needs as well as redefining risk processes.

  • Audit
  • Financial Risk Management
  • Financial Services
  • Financial governance, controls, risk and compliance
  • Market risk
  • Model risk
  • Risk Consulting
  • Risk Management