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SAS Risk Executive Forum 2017

~ September 12th ~ Customer Executive Center, SAS Spain, Madrid ~

#SASRiskForum

Why attend

The CRO agenda is more crowded than ever. Financial institutions continue to feel pressure from regulators, auditors, boards and investors to manage risk more proactively and comprehensively. Model risk governance is becoming more and more critical. Modeling activities are subject to substantial extensions and changes; from new accounting rules to new regulations and business requirements which impact both staffing and systems. Adding onto that, financial institutions must operate their risk and finance functions in a more unified, cost-conscious and transparent manner that requires tighter organizational integration and more informed reporting.

At the 2017 SAS EMEA Risk Executive Forum, you’ll hear from industry experts about how these trends and changes will affect financial organizations, and from your peers about the lessons they have learned during the implementation of key risk initiatives.

Who should attend

CROs, Credit Risk Directors, Managers and Analysts, Lending Unit Managers, Commercial Unit Managers, Retail and Corporate Credit units, IFRS9 program directors, IT managers involved in credit risk activities.

Registration is free of charge.

Deeper Dive and Demos

Join our experts at the demo stations.

An opportunity for hands-on experiences with our software and access to product experts for more in depth discussions on some of the most popular forum topics, including:

  • SAS® Model Risk Management
  • SAS® Expected Credit Loss (IFRS 9)
  • SAS® Regulatory Risk Management

Agenda

September 11th 
20.00
Welcome Networking Dinner
September 12th 
08.30 - 09.25
Welcome Coffee & Registration
09.25Introduction
Renzo Traversini, Senior Director, Risk Business Consulting RQS, SAS
Welcome Remarks
Troy Haines, Senior Vice President, Risk Research and Quantitative Solutions Division, SAS
09.30CRO Roundtable: The Business Value of Risk Management
Alexandros Benos, Chief Risk Officer, National Bank of Greece
Cheryl Feltgen, Executive Vice President, Chief Risk Officer, Arch Mortgage Insurance Company, USA
Troy Haines, Senior Vice President, Risk Research and Quantitative Solutions Division, SAS

Perspectives on whether organizations are fully equipped to comply with current and evolving regulatory requirements and how they balance meeting those requirements with adding value to the business.

10.30Coffee Break
11.00IFRS9 and beyond - Stress Testing and Risk and Finance integration
Nuno Martins, Head Of Strategic Risk Models Unit, Millennium Bcp, Portugal
David Curtis, Group Chief Credit Officer, permanent tsb, Ireland
Martim Rocha, Director, Risk Business Consulting, RQS, SAS

IFRS 9 requires banks to more accurately predict expected credit losses. Hear why this will make new credit loss models based on deeper, more detailed risk analytics necessary. The critical importance of Risk and Finance working together will also be a theme of this discussion.
12.00Opportunities or Obstacles: Perspectives on the Current Risk Management Landscape
Luis Filipe Barbosa, PwC Partner at Financial Services Risk & Regulation Advisory, PwCPortugal
Daniele Monzali, Associate Partner, EY FSO Advisory Services, Italy
Mark Moorman, Senior Director Portfolio Management, Risk Research and Quantitative Solutions, SAS

This industry roundtable will address the following and more:
  • Today’s emerging practices for risk governance.
  • Innovative approaches to compliance risk management.
  • Risk management’s role as a catalyst for tighter integration with finance.
13.00 - 14.30Networking Buffet Lunch
14.30Regulatory Risk Management - The new normal
Manuel Nitschinger, Risk Platform Manager, ERSTE Group IT (EGIT)
Luca Rubbiati, Responsible of Risk & Control Applications. Internal Rating, Regulatory & IFRS9 in BPER Services - Group BPER
Alberto Storace, Managing director in the Digital platform, Accenture, Italy
Stefan De Lombaert, Director, Risk Business Consulting RQS, SAS

The new normal for regulatory risk calculation is connected with the need for:
  • Fast execution of calculation, enabling more iterations within the same time frame 
  • Release of frequent regulatory contents, independent from technology platform evolution 
  • Forward-looking, scenario-based regulatory calculation mode, that is strictly required for stress testing
In a nutshell RRM is now part of a wider framework that includes stress testing and IFRS9, and drives modernization of RRM systems
15.15Coffee Break
15.45Risk Model governance and the future of IRB
Engelbert Meyer, Head of Group Credit Risk Management, FirstRand, South Africa
Nicola Andreis, Head of Pooled AIRB Models Development and Validation Unit, Cedacri, Italy
Nikolay Filipenkov, Principal, Risk Business Consulting RQS, SAS

In recent years the discipline of model risk management has become formalized and rigorous. The need for greater governance of analytical models is now essential to meeting the demands of regulators and business decisions. We will discuss how institutions are going beyond compliance for better business management and the impacts of the new regulatory developments for banks.
16.30Closing Remarks
Renzo Traversini

Date

12th September 2017

Venue

Customer Executive Center, SAS Spain
C/ Arroyo de Valdebebas, 4.
28050 Madrid


Suggested Accommodation for Attendees

Travel time to reach the Event venue displayed below is to be intended by car in normal traffic conditions.
The Exe Norte Hotel is located at walking distance (5 mins).

  • Hotel EXE Norte Madrid - Link - 5 minutes
  • Hotel Eurostars Madrid Tower - Link - 10 minutes
  • Hotel Barceló - Link - 10 minutes
  • Hotel Hesperia Madrid - Link – 15/20 minutes
  • Hotel The Principal Madrid - Link - 30 minutes
  • Hotel Catalonia Las Cortes - Link – 30 minutes

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