The Knowledge Exchange / Risk Management / Carsten Heiliger, FVP Enterprise Stress Analytics at SunTrust Bank

Carston Heiliger

Carsten Heiliger is a Risk Solutions Architect at SAS. Prior to SAS, he was responsible for loss forecasting and stress testing on the wholesale credit portfolio for a top 10 US bank. Heiliger was a critical member of the institution’s Supervisory Capital Assessment (SCAP) response and supported the allowance for loan and lease losses, goodwill forecasts and balance sheet due diligence on potential acquisitions. While working for a large multinational commercial bank in Frankfurt, Germany, he developed and validated Basel II risk rating models and supported the development of the institution’s enterprise data warehouse.

Stress tests stress the stress tested

Stress tests

Risk managers at some of the largest US financial institutions are unhappy with the way regulators are handling the recent wave of stress tests. Carsten Heiliger, Risk Solutions Architect at SAS, understands the frustration and shares his comments on the Risk Management Knowledge Exchange

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New fees: The 2011 challenge for bankers

Carsten Heiliger

Some banks are beginning to experiment with checking fees to recover lost revenue resulting from compliance with the Dodd-Frank and CARD act. Carsten Heiliger, SAS Risk Architect, says there are risks that should be weighed and other avenues that could be explored – all using analytics.

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