SAS CRO Connect: Meet-Up Exclusivo

Wei Chen is leading the balance sheet risk management and ALM initiative at SAS. In the recent years, Wei has led several programs in the risk and finance integration areas including enterprise stress testing and IFRS 9/CECL. He has been a trusted advisor to major financial institutions around the world on risk applications, models and methodologies, solution design and implementations. Wei has more than twenty years of banking and insurance experience in the areas of credit risk, market risk, asset and liability management and liquidity risk in both regulatory and internal management perspectives.  He is very knowledgeable in risk-based balance sheet management, capital planning and recovery and resolution planning. AI/ML applications in treasury and risk management is another emerging subject for him. Wei also has collaborations with the actuarial specialists on modeling, Solvency as well as ALM. He is a frequent speaker and author in the risk professional community. He co-authored a Wiley Finance book “Financial Risk Management – Applications in Market, Credit, Asset and Liability and Firmwide Risk”. 

Wei is an associate editor of the Journal of Risk Model Validation and a certified Financial Risk Manager (FRM). He holds a PhD in Financial Math.