Dr. Christian Meyer
Senior Quantitative Analyst,
DZ Bank AG
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 - 19:40 | Opening Keynote |
| 19:40 - 22:30 | Dinner 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 - 10:05 | Creating the Professional Framework for Model Risk Management Dennis Bennett, Model Risk Officer, Federal Home Loan Bank of New York |
| 10:05 - 10:40 | Squeezing your models - and making use of the results Dr. Christian Meyer, Senior Quantitative Analyst, DZ Bank AG |
| 10:40 - 11:10 | Coffee break |
| 11:10 - 11:45 | Using the SAS Model Risk Management System to Prioritise Model Validations Andrew Mackay, Head of Strategy, Model Risk, RBS |
| 11:45 - 12:20 | SAS MRM development road map by SAS Product Management David Asermely, MRM Product Manager, SAS |
| 12:20 - 12:55 | SAS 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 - 14:10 | Lunch |
| 14:10 - 14:45 | Model Risk Management - Learning From Others Mistakes Boaz Galinson, Head of Model Risk, Bank Leumi |
| 14:45 - 15:20 | Best Practices in MRM implementations by SAS Professional Services Andrés Alvarez, Director, EMEA Risk Business Consulting Risk Research and Quantitative Solutions, SAS |
| 15:20 - 15:55 | Coping with scoping: model risk management in new model areas Søren Mørk, Chief Model Risk Analyst, Group Risk Management & Controls, Nordea Bank |
| 15:55 - 16:25 | Coffee break |
| 16:25 - 17:00 | Beyond MRM model inventory Dr. Thomas Moosbrucker, Partner, Risk Advisory, Deloitte |
| 17:00 - 17:10 | Closing Remarks Renzo Traversini, Senior Director, Risk Business Consulting, EMEA, SAS |
| 17:10 - 18:10 | Networking and drinks |
Speakers
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.