On-Demand Webinar

Regulations and profitability in the actual landscape

 Duration: 45 mins

About the webinar

Due to the global health emergency, the timeline of the international regulations has also moved, leaving room for other priorities. Is that the correct interpretation?

Not at all, since for instance some paragraphs of CRR2 regulations have been anticipated exactly as a ‘Coronavirus response’ (e.g. the ‘SME supporting factor’), posing a significant challenge to the IT structures of banks to deliver on time.

Moreover, the risk departments are asking for new ways to deal with RWA calculation: this is no more considered just as a regulatory process, run automatically to deliver figures and reports due on time, but also as a way to simulate the impacts on capital requirements due to downgrading positions and the application of new rules.

This session will explain what leading banks are doing and how SAS is supporting them, what are their experiences and their priorities in this situation.

What you'll learn:

  • How to reduce the TCO of technology and resources to support the end to end process
  • What banks can do in the short term and long term to be better prepared and more resilient in updating their IT systems
  • How can banks and providers work together for a timely and effective delivery
  • What are the Bank’s strategies to provide its decision makers with adequate tools
  • What credit risk managers can do in the short term to comply with the regulation

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About the Expert


Alessandra Villa
Business Solution Leader,
Risk Management

Alessandra Villa is part of the EMEA Risk Banking Core Team at SAS, leading the practice related to Credit Regulatory Capital, Stress Testing and Impairment calculation. Alessandra has 14 years of broad experience across EMEA focusing on risk management solutions within the Financial Services sector.

Along time, she was involved with increasing responsibilities in a number of customer support activities and projects, mainly related to Credit Regulatory Capital Calculation under Basel II, III, IV, Stress Testing, IFRS9 and Risk and Finance Integration.

She holds a M.Sc. in Computer Science and Control and a Master Degree in Management of Complex Systems. She is a certified Financial Risk Manager FRM.


Luis Jesus
Advisory Industry Consultant
Risk Research and Quantitative Solutions
SAS Institute

Luís is currently a consultant and the Solution Lead for the Regulatory Risk Solution in the Risk and Quantitative Solutions Division at SAS, where he has supported project teams in several projects around the world for the implementation of the regulatory capital calculation and regulatory reporting solutions under Basel and European frameworks. He has also been involved in the definition of requirements for the stress testing solution.

Luís has published several papers and has spoken at several conferences on the topics of Risk Management in Banking, Stress Testing, Regulatory Risk Management and Capital Planning. 

Before joining SAS he was the Chief Risk Officer in Banco Montepio from 2015 to 2018 where he had responsibility over the Risk Office, the Credit Analysis Office, the Data Management Unit and the Prudential Regulation Monitoring Unit.

and an Associated Partner in KPMG until 2015, as the Head of the Risk Advisory function for Banking in Portugal and Angola.

Luís has a professional experience of more than 20 years in the financial sector being involved in different risk management projects namely on the implementation of the Basel Accord requirements, development of PD, LGD and CCF models, operational risk frameworks, recovery and resolution plans, ICAAP and ILAAP frameworks, development of IFRS9 compliant impairment calculation information systems and risk governance.


Peter Schram
Principal Implementation Consultant
Risk Management

Peter Schram is part of the West Europe Risk Consulting Team at SAS based in the Netherlands, leading implementations in a diverse set of Risk Management topics. Peter has 14 years of experience in implementations across Europe focusing on risk management solutions in the Financial Services sector.

During his tenure at SAS he has worked on implementations on many aspects of the Risk Management space, amongst others Credit Risk Capital Calculations, Operational Risk, IFRS9 and Model Risk.

He holds a degree in Econometrics and is a certified Professional Risk Manager through PRMIA.


Manuel Nitschinger
Risk Platform Manager, ERSTE Group IT (EGIT)

Manuel started to work for EGIT in May 2001 as a developer to then be assigned to the Risk-Department in order to take care of risk solutions (Exposure-Calculation) as an Analyst within the Software-Design and Implementation.
In 2005 ERSTE Group started the cooperation with SAS by licensing the “Credit Risk Management Solution 4.1” for risk-weighted assets calculation for the ERSTE Group. Since then Manuel is responsible for this solution.
In addition to the regular activities, Manuel is in charge of important migrations to the SAS platform (e.g. Exposure-Calculation, Collateral Allocation, Credit Value Adjustment Calculation) as well of implementing a complete simulation environment for the RWA calculation.
Since 2010 Manuel is responsible for the whole SAS platform. This also includes all tasks related to innovation and improvement of the systems and risk management.

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