Chapter Description

As chapters evolve, synergies are found and the focus of our topics change, we will combine chapter “Risk Analytics and Models” and Stress Testing and Scenario Generation” into the new chapter “Analytical Methods”.

We explore analytical approaches to risk management, with a focus on practical applications. Our chapter provides practitioners with a stage to share their latest ideas, tools and methods. In the process, audience members have the chance to engage interactively with speakers by asking questions and sharing their own experiences.

We will delve into the latest advancements in risk analytics and models, exploring how these methodologies and techniques are being applied to assess and quantify risks in both standalone and aggregated contexts. The discussion should also encompass the evolving landscape of stress testing and scenario generation, addressing key questions such as the effectiveness of current stress testing practices, potential modifications in a deregulated environment, and cross-industry knowledge transfer opportunities.

The chapter organizes 2-3 events per year and will strive to deliver a platform for exchange and learning as well as practical advice in a risk area that is fast evolving.