Stress Testing & IFRS9

Addressing Regulatory & Business Challenges 

April 10th  | Madrid, Spain

Discover Best Practices

Financial institutions have struggled with meeting IFRS9 and stress testing requirements set by regulators. This was just one of the scenario-based analyses which banks needed to perform to support the business strategies according to IFRS9 standards.
To support these new business needs, the focus now is on transforming the fragmented programs and engines into an integrated and strategic asset for all scenario-based simulations, like Integrated Balance Sheet Forecasting, ICAAP, Capital Planning and Internal Stress Testing.

Join our event to understand the new trends and landscape in the risk area and to be aware of how international banks use SAS to support their innovation strategies in the Risk and Finance Department.

Register now!

Benefits of the SAS approach for IFRS 9 and Stress Testing

IFRS9 - End to End

Capital Forecasting and Stress Testing

More agile ECL estimation processes

IFRS 9 faster implementation


April 10th 
09:00 – 09:20
09:20 – 09:30
Introduction. Carlos Cerdá, Risk Business Solution Manager. SAS
09:30 – 10:00
The need to adapt to regulatory developments and trends in the sectorIván López Calvo, Director Global IFRS & Offering Services. Deloitte
10:00 – 10:30Advanced Analytics for Risk & Finance functions: approach and experiences. Anselmo Marmonti, South EMEA Director Risk Practice. SAS
10:30 – 11:00The IFRS9 challenge: between regulatory compliance and operational efficiency. Manuele Arturo Nicolini, Senior quantitative analyst at Banca Mediolanum. Banca Medionalum. 
11:00 – 11:30Coffe Break
11:30 – 12:00SAS Analytics Journey: IFRS 9 and beyond. Andrea Neri, Head of ICT Department. Banca Credem
12:00 – 13:00Experts Debate:
Stress Testing and Integrated balance sheet forecasting
Model Risk Governance and Model Risk Management
Digital Transformation in Risk
13:00 – 14:00Demos & Cocktail

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

> Location


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