SAS Customer Connection
for Model Risk Management

Hilton Hotel, Frankfurt, Germany

November 28-29, 2018

Proceedings

  
 Poll Results 
Results of the Model Risk Management online-poll during SAS MRM Customer Connection
Thursday, Nov 29th 
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
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.
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
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

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

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