Dr. Juan Moisés de la Serna — Forensic Neuroeconomics
Forensic Neuroeconomics  ·  Behavioral Risk Intelligence  ·  Basel IV  ·  IFRS 9  ·  FCA SMR  ·  ECB SREP
juanmoisesdelaserna.es
Forensic Neuroeconomics
2026

Quantitative models
price known risk. Behavioral forensics prices
what your models assume away.

Committee overconfidence at origination. Anchoring to prior deal terms. Herding under senior pressure. These are measurable, recurring precursors to credit events — with direct P&L consequences.

The NPL cohort you will provision in Q3 was approved by a committee in Q4 of the preceding year. The question your examiner will ask is what that committee knew — and what it chose not to see.

577 citations  ·  h-index 12  ·  30,022 Zenodo records  ·  ORCID 0000-0002-8401-8018  ·  Google Scholar verified  ·  hablamos@juanmoisesdelaserna.es

Engagement Profile
Citations577
h-index12
i10-index13
Zenodo records30,022
Academic reads595K+
IndexedGoogle Scholar · Zenodo · ORCID · Scopus
Fraud Forensics NPL Attribution Regulatory Defense Committee Audit
scroll
NPL Governance Basel IV Model Risk IFRS 9 Provisioning FCA Senior Managers Regime ECB SREP Governance Counterparty Fraud Signals Origination Bias Behavioral Due Diligence Fiduciary Documentation Credit Committee Integrity NPL Governance Basel IV Model Risk IFRS 9 Provisioning FCA Senior Managers Regime ECB SREP Governance Counterparty Fraud Signals Origination Bias Behavioral Due Diligence Fiduciary Documentation Credit Committee Integrity
577
Citations — Google Scholar
12
h-index — Google Scholar
30,022
Records — Zenodo Open Archive
595K+
Reads — ResearchGate · Academia.edu
The governance gap

Basel IV tightens model governance. IFRS 9 demands forward-looking credit assessment. ECB supervisory expectations on internal governance continue to expand. None of these frameworks address the behavioral layer of the committee that makes the decision.

Systematic origination overconfidence, anchoring to prior deal terms, and groupthink that silences dissenting analysis are not edge cases. They are structural features of committees under performance pressure — identifiable, measurable, and directly attributable to specific NPL formation patterns, impairment provisions, and governance failures under supervisory examination.

6–18 months — behavioral anomalies precede financial disclosure in documented fraud cases
«Every institutional failure has two balance sheets: the financial one regulators read, and the behavioral one nobody filed.»
Investment Risk Intelligence

Capital rotation is a
behavioral signal.

Volatility clustering, coordinated sell-off signatures, and anomalous liquidity events in digital asset markets precede regulated-market contagion by measurable intervals. The behavioral forensics of investment decisions are visible in market microstructure before they appear in balance sheets.

Open full map ↗
Live — Crypto Market Heatmap
CoinMarketCap

External map — opens in new tab

View Live Map ↗
Source: CoinMarketCap · Real-time · Data refreshes automatically
Mandate types

Three governance failures
your risk framework misses.

Each mandate begins with a specific institutional problem — a decision chain, a counterparty, a committee process, or a regulatory examination. The deliverable is forensic-grade analysis, not advisory opinion.

01 — Fraud Intelligence

The Behavioral Tell Precedes the Filing by 6 to 18 Months

Documented fraud cases across institutional finance show systematic behavioral anomalies in counterparty communication patterns, management conduct, and documentation governance well before financial irregularities surface. Standard forensic accounting works backward from the event. This practice works forward from the signal — identifying the decision-chain deviations that carry predictive value before they become a loss event on your books.

Counterparty Forensics · Pre-Filing Signal Detection · Management Conduct Analysis
02 — Credit Committee Governance

Your Origination Process Is a Model Risk You Have Not Priced

A credit committee running with systematic overconfidence during origination produces statistically predictable NPL drift in specific segments, vintages, and sector exposures. This is a quantifiable model governance failure with direct P&L consequences — and under Basel IV supervisory review, one regulators are increasingly positioned to identify before you do. A structured behavioral audit of your committee process is governance infrastructure, not a soft intervention.

NPL Attribution · Origination Governance · Basel IV Model Risk · IFRS 9
03 — Regulatory Defensibility

Under Basel IV and IFRS 9, How You Decided Is as Material as What You Decided

FCA under the Senior Managers Regime, ECB under SREP governance expectations, and SEC under duty-of-care frameworks now require documented evidence of how committees weighted information, managed conflicts of interest, and applied judgment under uncertainty. A behavioral governance record is not reconstructable after the fact from outcome documentation alone. It must be built at the time the decision is made. We build it.

FCA SMR · ECB SREP · Basel IV Documentation · Supervisory Examination Support
Cyber Threat Intelligence

Every attack vector
is a behavioral decision.

Phishing, ransomware, and social engineering are not technical events — they are behavioral exploits. The credential that was stolen, the attachment that was opened, the perimeter that was left exposed: each is a governance failure traceable to a human decision chain. Real-time threat activity is fraud forensics at the infrastructure level.

Open full map ↗
Live — Global Cyberattack Monitor
Kaspersky

External map — opens in new tab

View Live Map ↗
Source: Kaspersky Cyberthreat Map · Real-time global attack data
Regulatory
Landscape
Basel IV IFRS 9 FCA SMR ECB SREP EBA Guidelines DORA 2025 MiFID II SR 11-7 (Fed) SEC Rule 10b-5 BIS BCBS 239 CBUAE 2024 Solvency II
Methodology

Defined scope.
Forensic-grade output.

Four stages. Each engagement begins with a precise mandate definition. The deliverable — written findings, forensic attribution, and actionable documentation — is designed to hold under regulatory scrutiny, board presentation, or litigation. No academic language in the output.

Peer-reviewed methodology · Defensible under examination
01
Mandate Scoping
Precise definition of the decision, process, or counterparty under review. The committee, the origination vintage, the counterparty communication chain, or the regulatory examination timeline. Analytically defined before work begins.
02
Documentary Record Review
Full review of the available record: credit memos, committee minutes, approval chains, escalation trails, counterparty communications, model outputs. The behavioral signal is in what was said, what was omitted, and when.
03
Behavioral Forensic Analysis
Application of peer-reviewed methodology to identify systematic biases, decision-architecture failures, and governance vulnerabilities in the documentary record. Pattern identification, anomaly flagging, attribution to specific actors, decisions, and timepoints.
04
Deliverable — Written Forensic Report
Findings documented in boardroom language. Specific, attributed, actionable. The report is designed to be used by your CRO, audit committee, legal counsel, or external regulator. Not a list of recommendations — a forensic record.
Scientific record

30,022 Zenodo records.
27,051 publications. Not opinion.

Publication record & open data30,022 Zenodo records
Harvard Dataverse

Global & Regional Mental Health Statistics and Risk Factors

International dataset archived at Harvard Dataverse. Publicly accessible, peer-reviewed, independently reproducible. DOI-registered 2026.

DOI: 10.7910/DVN/X2OCAM ↗
Zenodo — Open Research Community

Open Research Collection — Master Archive

30,022 records (29,967 open). 27,051 publications · 2,892 datasets · 662 preprints · 166 journal articles. CC BY 4.0. All DOI-registered via DataCite.

zenodo.org/communities/juanmoisesd-open-data ↗
ORCID · Scopus · ResearchGate

Verified Academic Identity — Cross-Platform

ORCID: 0000-0002-8401-8018. Scopus Author ID: 26632846700. ResearcherID: M-8296-2019. 577 citations, h-index 12, 595K+ reads. Top 1% on Academia.edu.

orcid.org/0000-0002-8401-8018 ↗
Figshare · OSF · Mendeley

Multi-Platform Open Science Infrastructure

Review Editor at Frontiers in Psychiatry. 86+ peer reviews. NSF Proposal Reviewer since January 2026. IRDiRC Digital Twins Task Force member. Advisory Board, Preprints.org.

ResearchGate profile ↗

Not Advisory Opinion — Applied Science

27,051 indexed publications means the methodology applied in every engagement has been independently validated, peer-reviewed, and replicated. That is a different evidentiary standard than management consulting opinion.

Defensible Under Regulatory Scrutiny

30,022 public records on Zenodo alone. Harvard Dataverse, ORCID, Scopus, ResearchGate, Figshare, OSF, Mendeley. If a regulator or litigant challenges the analysis, the scientific basis is publicly verifiable on seven independent platforms.

Open Data at Institutional Scale

2,892 open datasets. 662 preprints. 166 journal articles. All DOI-registered via DataCite. The infrastructure is public, versioned, and independently auditable.

Active Peer Review & Governance Roles

Review Editor at Frontiers in Psychiatry. 86+ articles peer-reviewed. U.S. NSF proposal reviewer. Member, IRDiRC Task Force on Digital Twins. Advisory Board, Preprints.org.

Position2026
«Every institutional failure has two balance sheets: the financial one regulators read, and the behavioral one nobody filed.»

Behavioral governance failures are not discovered after the event. They are documented in real time by every institution that structures the analysis correctly. The committee that approved the position had all the relevant information. They just processed it wrong — and that processing is now within the scope of supervisory review.

— Dr. Juan Moisés de la Serna · Forensic Neuroeconomics
Engagements

No deck. No junior staff.
A direct conversation.

How engagements begin

If you are preparing for supervisory review, running due diligence on a high-stakes origination, or examining the decision trail behind a credit event — describe the situation. If there is a fit, you will know within one business day.

Direct linehablamos@juanmoisesdelaserna.es
ResponseOne business day if there is a fit. Direct answer either way.
FormatWritten briefing or direct call — no intermediaries, no pitch
🔒
ConfidentialityNDA available before any substantive exchange

Describe the mandate

The institution, the decision under review, and the regulatory or commercial context. A paragraph is sufficient.

NDA available on request