Credit Risk Management
September 8 | Milan, Italy
Change is currently the essence of credit risk management in the banking sector.
Innovation is the best way to anticipate, drive change and help Institutions shape their future, instead of being shaped by the main stream and loose competitive advantage.
Over several decades, Banks have been served by SAS as a proactive partner in shaping innovation in processes and systems for credit risk management. Today, SAS is at the core of many initiatives that are leading the change in this area: from leveraging regulatory compliance processes for enhanced business performance, to exploiting digitalization and real-time risk evaluation.
This international event will feature customer best practices and innovative SAS offerings to showcase how the credit risk arena is changing and which ideas and practices are leading this change. We will focus on:
IFRS9 and Stress Testing – the impact of the new accounting standards for credit provisioning and stress testing imply changes in terms of developing and managing satellite models, projecting risk parameters on multiple scenarios, implementing expected credit loss calculations and staging allocation rules. At the same time, offering the opportunity to modernize risk architectures to build a common framework to to face losses and regulatory challenges.
Credit Risk Digitalization – new frontier in the business see Credit Risk as a strategic asset for embracing large scale digitalization, moving credit risk modeling to real-time digital interaction application. Advanced analytics like the optimizations approaches empower the digitalization process for a more efficient and profitable increase in the business.
Model Governance and Model Risk Management – new regulations and business needs imply the increase in number of models and new challenges for model validation, model risk evaluation and review of internal models. A strong model risk management framework offers disciplined taxonomy and optimization of governance, policies, resources and processes related to model lifecycle management.
Internal rating in the new supervisory perspective – coping with enhanced regulatory requirements about credit risk information, while modernizing the credit scoring & internal rating system, adopting latest big data technology, in-database and in-memory processing, to improve efficiency and costs.
All these are critical activities that will foster the most important changes in the credit risk management systems Banks are running today and where innovative approaches can let Banks gain new levels of efficiency, competitiveness, customer satisfaction.
We would like to discuss these themes with CROs, Credit Risk managers and analysts, Lending Unit Managers, Commercial Unit Managers, Retail and Corporate Credit units, IFRS9 program directors, IT managers involved in credit risk activities. SAS risk professionals will present SAS point of view and discuss with leading managers and experts from several different institutions across the world.
Registrations are Closed
For further information or request of participation, please send an email to: email@example.com and please indicate: full name, company / organization, job function, phone number, country and reason for participating.
The event Organization will evaluate your requests, and will reserve the right to reject any unauthorized requests. Confirmation of registration will be sent via e-mail.