On-Demand Webinar

Industry & Regulatory Update: Stress Testing 2.0 & Forward Looking Performance Management

Learn more about the latest regulatory & industry developments in the area of Enterprise Stress Testing and Forward Looking Performance Management.

Available to watch now

About the webinar

Banks around the globe have been swamped with increasing regulatory scrutiny and complexity. In particular, a shift from the traditional backward looking “What Is” supervision & bank steering towards a more forward looking “What If” approach can be noted.

Satisfying regulatory requirements on historical performance (Pillar 1) is no longer sufficient, banks now have to spend increasing effort to demonstrate to regulators that they can satisfy these performance requirements also in the future periods.

Over the last year we have seen number of regulatory changes & exercises in the area of stress testing and forward looking performance management. Banks now have to process these new requirements and incorporate them into their existing regulatory & business process landscape.

Join us to learn more about the latest regulatory developments in enterprise stress testing, balance sheet forecasting and estimation of future KPIs & KRIs.

During this webinar we discuss:

  • Historical Performance measurement vs Forward Looking Performance management
  • Relevant Regulatory Developments (Stress Testing, Pillar 2, Funding Plans, Recovery Planning, Model Risk)
  • EBA 2018 Stress Test Results & key takeaways
  • Implications & Complexities introduced by IFRS 9 Expected Credit Loss
  • Future Outlook

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About the Expert

Speaker 1

Peter Plochan, Principal Business Solution Manager, SAS

Peter is Principal Business Solution Manager at SAS who helps organisations deal with their challenges around finance and risk regulations, enterprise risk management, risk governance, risk analysis and modelling.

Peter has a finance background (Master’s degree in Banking) and is certified Financial Risk Manager (FRM) with 12+ years of experience in risk management in financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations while working both internally and also externally as a risk management advisor (PwC).

Since joining SAS in 2014, Peter serves as a global acting domain expert - leveraging the latest trends in risk analytics, model risk management with deep risk management & finance expertise.

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