On-Demand Webinar

Intelligent Model Validation Automation with SAS Model Risk Management

We invite you to join our Risk Leaders Webinar Series 2020.

 

About this webinar

Model Validators in financial institutions are facing more and more challenges, as the number of models being developed continuously increases to comply with parallel regulations: IFRS9, FRTB, IRB Models, Stress Testing and more.

According to a recent McKinsey survey of leading financial institutions, 76 percent of respondents identified incomplete or poor quality of documentation as the largest barrier for their validation timelines.

Join this webinar to explore...

  • How automation and SAS Technology can help optimise the model validation process.
  • How to minimise the amount of time and effort the validator needs to spend on unproductive administrative work.
  • What kind of improvements current technology can offer to organisations to increase efficiency in the model risk management process.

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About the Experts


Mr. Michael Araneta
Associate Vice President, IDC Financial Insights

Michael Araneta is Associate Vice-President for IDC Financial Insights. Mr Araneta leads the research and consulting work for Asia/Pacific Financial Services, covering the broad range of strategic and tactical issues that Asia/Pacific institutions face as they complete their Digital Transformation programs. Mr. Araneta is the go-to analyst for advice on the technology investments that need to be made for product innovation, big data, customer analytics, core banking systems, risk management, and customer channel effectiveness. His research agenda has also focused on the rise of fintech opportunities in the Asia/Pacific region.

Michael has more than 15 years of experience in business research, focusing on financial services and business innovation. His consulting work for IDC has allowed him to work closely with leading banks and regulators in the region for their technology and innovation strategies. Mr Araneta is concurrently head of IDC's business and operations in Thailand. In this role, Araneta is instrumental in strengthening IDC Thailand's and IDC ASEAN's research and sales divisions.


Mr. David Asermely
Model Risk Management Solution Lead, SAS

David Asermely is the Global Lead of Model Risk Management at SAS, responsible for product design, support, partner strategy and more. Passionate about translating data into actionable intelligence, David combines the best technologies and design principles to help financial services organisations improve modeling efficiency and quality. 

David holds two master’s degrees from the University of Massachusetts Amherst. Prior to joining SAS, he managed the Bank of New York Mellon’s Global Performance and Risk Analytics product set.


Mr. Gennady Chinsky
Senior Industry Consultant, Risk Business Consulting, SAS

Gennady is a member of the SAS Risk Business Consulting team for the Asia Pacific. His experience spans to IFRS17, Model Risk Management, IFRS9, Operational Risk. Gennady has been with SAS for 5 years as a risk consultant and over 10 years in Risk Management. He also provides value demonstration of business and technical features of SAS risk management solutions to both financial and non-financial organisations and technical support to risk related implementation projects across the Asia Pacific region.

Before joining SAS, Gennady worked for Big 4, where he took a leading role in numerous projects related to Risk Management Advisory, GRC implementations, ERP implementations, IT-security and internal control audits.