Frederic Zana is Head of a Quantitative Structuring Team in securitisation Global Market Division CACIB. He is a former student of the Ecole Normale Supérieure de Paris holds a PhD in mathematics and a Master in Economics. He has started in economic capital modelling at AXA bank then moved to CACIB in 2001 to be responsible for the economic capital modeling profitability measures and pillar 2’s methodologies. He became deputy head of capital management at Credit Agricole SA from 2009 to 2018 and developed pillar 2 capital planning and regulatory insight. Now in charge of quantitative structuring he aims to improve regulatory treatment of securitisation and develop European markets.