Join us as we discuss the uncertainty banking and insurance companies are feeling in the current economic situation and how SAS® Kamakura Risk Information Services (SAS® KRIS®) can help improve their financial footing and forecasting.

Whatever the headlines might indicate, economic uncertainty isn’t confined to the banking industry. Companies and sectors across the global economy come under stress and sometimes extreme downside risk can be felt as isolated or system-wide events.

More recently, thanks to stronger regulation, Banks and Insurers are more protected from financial risks, but both industries share a need for adequate early-warning systems to avoid danger. Fitch cited “regulatory gaps” and “growing debt loads” in its decision to downgrade U.S. long term credit. Our data would show that this downgrade was later than what should have been warranted.  Moody’s downgraded ten small and midsized U.S. banks and warned that cuts could come for larger institutions.  Financial firms need rigorous analysis and the need for adequate early-warning systems to avoid danger.

Our industry leading research coupled with its established expertise in credit technology solutions provide clients with the data, tools and insights necessary to manage the risks inherent in their portfolios and identity market opportunities.

We utilize industry leading quantitative credit risk measures such as default probabilities, implied spreads, and implied ratings for corporate and sovereign counterparties. These measures are updated daily and available via the web or downloadable for use with existing systems or in conjunction with the Kamakura Risk Manager enterprise risk management suite.

Join us for this 1-hour webinar as SAS financial and insurance experts discuss how SAS® Risk Data and Analytics platform (SAS® KRIS®) can strengthen Banking and Insurance companies’ forecast in this time of economic volatility.

We will share how to:

• Preserve and/or improve investment portfolios and identity market opportunities.
• Manage default probabilities, implied spreads and implied ratings for corporate and sovereign counterparties.
• Provide early warning of potential default risks
• Enhance individual risk underwriting and default predictions.

Martin M. Zorn
Managing Director
Risk Research and Quantitative Solutions

Martin Zorn currently serves as a Managing Director, Risk Research and Quantitative Solutions for Risk Data and Analytics initiatives at SAS. In his role he oversees day-to-day operations serving risk management clients in 37 countries.

Mr. Zorn is a twenty-one-year veteran of Wachovia Bank. Mr. Zorn’s early years with Wachovia were in the systems and marketing departments before transitioning to corporate banking and capital markets. He later became the regional executive for Northern Virginia and Washington DC markets. Mr. Zorn has been involved in financial advisory engagements including structuring and arranging growth capital, financing mergers and acquisitions and hedging interest rate risk.  He created an emerging growth and technology practice while he was in the Research Triangle.  His clients have ranged from global leaders such as Exxon, Shell, American Airlines and USAA to early-stage technology start-ups.

Most recently he was with two community banks.  He served as a member of the adjunct faculty at the University of Southern Indiana where he was an instructor in investments and business finance.

Mr. Zorn is a 1977 graduate of Vanderbilt University where he earned his Bachelor of Arts degree in economics.   He pursued studies at the masters level in finance at the University of Texas at Dallas and received his executive management certification in 1998 from Duke University’s Fuqua School of Business.