Author

Peter Plochan
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Peter Plochan, FRM is Senior Risk Management Consultant at SAS assisting financial institutions in dealing with their risk management challenges around risk regulations, ERM, risk governance and risk analysis and modelling. Peter has a finance background (Master’s degree in Banking) and is certified Financial Risk Manager (FRM) with 10 years of experience in risk management in financial sector. He has assisted various banking and insurance institutions with large-scale risk management implementations (Basel II, Solvency II,…), worked internally and also externally as a risk management advisor (PwC). In his free time Peter enjoys reading books (fantasy / sci-fi) and plays Capoeira.

Risk Management
Peter Plochan 0
Enterprise Model Risk Management: Eine ganzheitliche Sicht ist entscheidend!

Model Risk Management (MRM) ist im Grunde nichts Neues: Finanzinstitute nutzen seit Jahrzehnten Modelle für ihre Entscheidungsfindung. Seit Kurzem jedoch ist das MRM formalisierter und strenger. Regulatorische Anforderungen – zum Beispiel die gezielte Überprüfung interner Modelle (kurz: TRIM) der Europäischen Bankenaufsichtsbehörde (EBA) – nehmen Banken in die Pflicht, die Compliance