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Webcast

Unlocking SME Lending in Banking’s Digital Age

December 5, 2023

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December 5, 2023
11:00 AM - 12:00 PM |

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Sponsored by SAS

Are you curious about the evolving landscape of small and medium-sized enterprise (SME) lending?

SME lending has historically straddled the line between retail lending and traditional commercial lending. Technological advancements, including machine learning (ML), cloud architectures, and broader data access, have ignited a fresh wave of interest in these financial products.

Understanding historical challenges and discovering innovative ways to overcome them can open doors to new growth opportunities. Join SAS, Microsoft, and GARP for an informative webcast where we explore the fusion of retail lending and traditional commercial lending enabled by cutting-edge technology. Topics covered will include:

Current Challenges Surrounding SME Lending:

  • Defining the customer - behavioral differences across segments and regions
  • Lending channels: types and access
  • Managing the process

How a Digital Platform Helps:

  • Uncovering new data sources and interactive analytics
  • Leveraging automation as an enabler
  • The role of AI/ML

Ultimately the discussion will turn to bringing this vision to reality. Don't miss this opportunity to gain insights into the future of SME lending and how technology is reshaping the industry. We look forward to your participation.

About SAS

As a leader in analytics, SAS’ award-winning capabilities in analytics, risk management, and other technology areas have helped customers across the globe solve their toughest and ever-evolving business problems. Its unrelenting commitment to innovation enables organizations across financial services to modernize and sustain a competitive edge. Through the latest developments in machine learning, natural language processing, forecasting, and optimization, SAS supports diverse environments and scales to meet changing needs. Learn more about how SAS is driving innovation and business value for risk and finance professionals at www.sas.com/risk

Speakers

Anthony Mancuso

Anthony Mancuso

Head of Risk Modeling and Decisioning, Risk Research and Quantitative Solutions (RQS), SAS
Anthony Mancuso

Anthony Mancuso

Head of Risk Modeling and Decisioning, Risk Research and Quantitative Solutions (RQS), SAS

Anthony Mancuso is Head of Risk Modeling and Decisioning in the RQS division of SAS. He is responsible for market strategy, product requirements, project implementation, and advisory consulting for all risk solutions relating to model development, deployment, modeling, and governance. In addition, he works closely with internal and external colleagues to develop product pipeline, support presales activities, and provide training and knowledge transfer. Anthony is an experienced speaker who can communicate complicated ideas to a variety of audiences – from laypersons to experts – in multiple roles.


Anthony has held numerous roles at SAS since 2003. Initially an educator for risk solutions and econometrics, he moved to Research and Development, where he became a technical lead and development manager. Later in a customer-facing role Anthony led multiple projects around the globe, including model development and calibration, stress testing, market risk, IFRS9/CECL, and IFRS17. His experience spans credit risk, stress testing, ALM, regulatory capital, and general risk analytics. Anthony has a Masters in Statistics and a Ph.D. in Economics (econometrics concentration) from North Carolina State University.

Kathleen Woodard

Kathleen Woodard

Head of Banking, Industry Digital Advisory, Americas, Microsoft
Bryan Feierstein

Bryan Feierstein

SVP, GARP Benchmarking Initiative
Bryan Feierstein

Bryan Feierstein

SVP, GARP Benchmarking Initiative

Bryan Feierstein joined GARP in 2015 as part of the GARP Benchmarking Initiative team. Prior to that he spent 30 years as a risk practitioner on the banking and insurance sides along with several years working in the risk technology space.

Bryan recently co-authored a technical paper, "Calculating the Regulatory Surcharge for US G-SIBs" that steps through the mechanics of the regulatory capital buffer-setting mechanism using publicly available bank data.

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