SAS Customer Connection
for Model Risk Management

Hilton Hotel, Frankfurt, Germany

November 28-29, 2018

This event is an opportunity for customers to directly share experiences and plans for future activities with SAS product management and R&D representatives and to network with other customers who also use SAS® solutions for MRM.

You'll be able to:

  • Learn more about the MRM discipline by engaging with other experts.
  • Share insights and network with peers. 
  • Hear customer case studies and best practices that you can apply to your day-to-day activities.
  • Provide feedback and ideas on product strategy.
  • Meet one-on-one with R&D and product managers.

Registration

Your response by November 2nd, 2018, will be greatly appreciated.

Registration is free and includes conference materials. It does not include air travel, hotel expenses or transportations.

Agenda

Preconference Dinner

Wednesday, Nov 28th 
19:00 - 19:30
Get together
19:30 - 19:40Opening Keynote
19:40 - 22:30Dinner and Networking

Conference

Thursday, Nov 29th 
09:00 - 09:15
Registration and coffee
09:15 - 09:30
Welcome speech and direction
Renzo Traversini,
Senior Director, Risk Business Consulting, EMEA, SAS
09:30 - 10:05Creating the Professional Framework for Model Risk Management
Dennis Bennett, Model Risk Officer, Federal Home Loan Bank of New York
10:05 - 10:40Squeezing your models - and making use of the results
Dr. Christian Meyer
, Senior Quantitative Analyst, DZ Bank AG
10:40 - 11:10Coffee break
11:10 - 11:45Using the SAS Model Risk Management System to Prioritise Model Validations
Andrew Mackay
, Head of Strategy, Model Risk, RBS
11:45 - 12:20SAS MRM development road map by SAS Product Management
David Asermely, MRM Product Manager, SAS
12:20 - 12:55SAS MRM – A key Enabler to set-up State of Art Model Risk Management
Sonia Sodhi
, Expert Model Risk Management, ING Groep N.V.
12:55 - 14:10Lunch
14:10 - 14:45Model Risk Management - Learning From Others Mistakes
Boaz Galinson, Head of Model Risk, Bank Leumi
14:45 - 15:20Best Practices in MRM implementations by SAS Professional Services
Andrés Alvarez, Director, EMEA Risk Business Consulting
Risk Research and Quantitative Solutions, SAS
15:20 - 15:55Coping with scoping: model risk management in new model areas
Søren Mørk
, Chief Model Risk Analyst, Group Risk Management & Controls, Nordea Bank
15:55 - 16:25Coffee break
16:25 - 17:00
Beyond MRM model inventory
Dr. Thomas Moosbrucker, Partner, Risk Advisory, Deloitte
17:00 - 17:10Closing Remarks
Renzo Traversini, Senior Director, Risk Business Consulting, EMEA, SAS
17:10 - 18:10Networking and drinks

Speakers


Dr. Christian Meyer
Senior Quantitative Analyst,
DZ Bank AG


Boaz Galinson
Head of Model Risk, Bank Leumi


Søren Mørk
Chief Model Risk Analyst, Group Risk Management & Controls, Nordea Bank


Andrew Mackay
Head of Strategy, Model Risk, RBS


Dennis Bennett
Model Risk Officer, Federal Home Loan Bank of New York


David Asermely
MRM Product Manager, SAS


Sonia Sodhi
Expert Model Risk Management, ING Groep N.V.


Andrés Alvarez
Director, EMEA Risk Business Consulting Risk Research and Quantitative Solutions, SAS


Dr. Thomas Moosbrucker
Partner, Risk Advisory, Deloitte


Renzo Traversini
Senior Director, Risk Business Consulting, EMEA

Travel Details

Event Information
After a pre-conference dinner from 7:00 p.m. to 10:00 p.m. on November 28, at the Hilton hotel restaurant at Frankfurt Airport, the main conference will be held in the same hotel from 9:00 a.m. to 5:00 p.m. on November 29.

Registration and Fees
Registration is free and includes conference materials. It does not include air travel, hotel expenses or transportation.

Transportation
Restaurant, Hotel, Airport - You can reach everything on foot.

Accommodation
Hotel arrangements are the responsibility of individual guests attending this conference.
However, participants are encouraged to stay at:

Hilton Frankfurt Airport
The Squaire, 60549 Frankfurt am Main
Telephone: +49 69 26012000

Conference Attire
Business casual attire is recommended.

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