Mr. Jorge Antonio Chan-Lau serves as Principal Economist at AMRO, where he leads a research team focused on macro-financial risk and advanced statistical methods for financial forecasting and systemic risk indicators.
Mr. Chan-Lau is an accomplished economist and financial modeler with over two decades of expertise in financial regulation, quantitative economic modeling, and risk management. Previously, he held senior economist positions at the International Finance Corporation (IFC) and the International Monetary Fund (IMF). At the IFC, he managed the institution’s pioneering local currency portfolio (MATCH) and developed its valuation and risk management framework. At the IMF, he led the development of tools and methodologies for crisis prediction, stress testing, and systemic risk assessment; overseeing teams that applied machine learning and transfer-learning models in risk management. He was also responsible for designing and managing the IMF’s internal training curriculum on macroprudential and systemic risk.
As a systemic risk advisor, Mr. Chan-Lau has worked closely with central banks and regulatory agencies in Canada, Chile, Peru, and South Africa to implement advanced tools for systemic risk analysis. He has also designed and led specialized training programs on credit risk modeling and stress testing for regulatory agencies. As an Expert Advisor at the Asian Institute of Digital Finance, Mr. Chan-Lau oversaw the development of new methods for conducting bottom-up stress test analysis and network-based systemic risk rankings. He also served as a Financial Market Advisor at Blue Green Futures, where he designed and implemented blue carbon and nature valuation models.
Mr. Chan-Lau is an associate editor at the Journal of Investment Strategies and the author of Systemic Risk Assessment and Oversight, a key resource for financial professionals and policymakers. A recognized speaker and award-winning researcher, he has published extensively in refereed academic journals such as Quantitative Finance and Journal of Financial Stability; in practitioners’ journals including the Journal of Alternative Investments and Journal of Fixed Income; and contributed to the IMF Global Financial Stability Report from 1999 to 2017.
Mr. Chan-Lau holds a Ph.D. in Finance and Economics from Columbia University and an M.S. in Computational Analytics from the Georgia Institute of Technology.