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.
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
- Manuele Nicolini Senior quantitative analyst, Banca Mediolanum
- Iván López Group Risk Transformation Director, Deloitte
|09:00 – 09:20||Welcome|
|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 sector. Iván López Calvo, Director Global IFRS & Offering Services. Deloitte|
|10:00 – 10:30||Advanced Analytics for Risk & Finance functions: approach and experiences. Anselmo Marmonti, South EMEA Director Risk Practice. SAS|
|10:30 – 11:00||The IFRS9 challenge: between regulatory compliance and operational efficiency. Manuele Arturo Nicolini, Senior quantitative analyst at Banca Mediolanum. Banca Medionalum.|
|11:00 – 11:30||Coffe Break|
|11:30 – 12:00||SAS Analytics Journey: IFRS 9 and beyond. Andrea Neri, Head of ICT Department. Banca Credem.|
|12:00 – 13:00||Experts Debate:|
Stress Testing and Integrated balance sheet forecasting
Model Risk Governance and Model Risk Management
Digital Transformation in Risk
|13:00 – 14:00||Demos & Cocktail|