Stress Testing and Model Risk: Preparing for Shocks in a Changing World
Panel discussionMarket RiskModel Risk
2026-09-24 | 03:00 PM - 03:40 PM | Brunson Room
Information
- Assessing model resilience amid geopolitical shocks, energy market volatility, and trade tensions
- Designing stress scenarios that reflect regulatory expectations and post-2023 market dynamics
- Strengthening model governance, validation, and transparency to maintain credibility with boards and supervisors
- Embedding stress test insights into decision-making for capital, liquidity, and strategic risk planning
Speakers
Ariye Shater
Barclays
Head of Risk AI, Head of Traded Risk Quantitative Analytics, and Treasury Quantitative Analytics
Charles Tao
Citigroup
Managing Director, Head of Market Risk Modelling
Kris Devasabai
Infopro Digital
Risk Editor in Chief
Rama Chirayathumadom
Goldman Sachs Bank at Goldman USA
Chief Model Risk Officer
Rafic Fahs
Fifth Third Bank
Chief Model Risk Officer
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*All ticket purchases are for September 24th
September 23rd Leaders Forum is invitation-only
