Date:
October 4, 2023
Time:
10:00 - 11:00 a.m. EDT
3:00 - 4:00 p.m. BST
Presented By:
Peter Plochan
EMEA Principal Risk and Finance Specialist, SAS Institute
Session Length:
60 minutes
Over the last couple of years, banks around the globe have been overwhelmed by the instability driven by health, geopolitical, macroeconomical and climate factors. Both investors and regulators are increasingly scrutinizing banks’ abilities to prepare better for and deal with the unexpected. In particular, a major shift from the traditional backward-looking “What Is” banks steering and supervision towards a more forward-looking “what if” approach is required. The collapse of SVB and other US banks is a constant reminder of why such capabilities should become business as usual for banks and regulators.
At the same time the arrival of climate change related risks, regulations and disclosures is demanding significant attention of both the regulators and banks.
All the developments above are asking more agile response from banks to both the expected and the unexpected and much faster decision making. Banks have to now spend increasing efforts to demonstrate to regulators and their key stakeholders that they can satisfy their performance requirements also going into the future, while considering alternative future outlooks. As a result, financial institutions around the world are increasingly looking how leverage the latest technological capabilities to establish an integrated and an efficient stress testing & forward looking ERM analytical framework.
In this webinar, Peter Plochan explores the latest drivers and development in the forward-looking risk analytics arena and explores the implications on and interdependences between banks' stress testing, ERM, model risk and climate risk management processes.
| About Our Expert |
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Peter Plochan is EMEA Principal Risk and Finance Specialist at SAS Institute assisting institutions in dealing with their challenges around climate risk, finance and risk regulations, enterprise risk management, and risk analytics. Peter has a finance background (Master’s degree in Banking) and is a certified Financial Risk Manager with over 17 years of experience in risk management in the financial sector. Peter also delivers risk management training for PRMIA covering stress testing, ERM, model risk and climate risk management.
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| Continued Risk Learning Credits: 1 |
PRMIA Continued Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
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Registration |
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Membership Type |
Price |
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Members (Sustaining, Corporate, RIM & Contributing)
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COMPLIMENTARY |
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Non Member |
$30 USD
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