Key dialogue factors
- Making ready for a brand new threat setting: Discover how geopolitical instability, financial fragmentation, inflation, local weather threat, and technological disruption can enhance tail threat and problem conventional diversification.
- Stress testing portfolio vulnerabilities: Study how sensible situations can uncover hidden exposures, take a look at assumptions, and inform hedging and asset allocation choices.
- Avoiding “mannequin on, mind off”: Think about why portfolio managers want to stay skeptical of quantitative fashions, significantly throughout market shocks and regime adjustments.
- Mannequin governance within the age of AI: Discover the significance of separating mannequin improvement from validation and strengthening post-deployment monitoring for complicated AI methods.
- Liquidity threat and personal credit score: Perceive how ostensibly liquid belongings can behave in periods of stress and the way restricted transparency can conceal focus dangers.
- Systemic threat and monetary resilience: Study how regulatory stress assessments, authorities debt, constrained fiscal capability, and geopolitical shocks can affect portfolio dangers and market conduct.
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How can funding organizations harness AI to enhance decision-making whereas preserving accountability, governance, and human judgment?
On this episode of Conversations with Frank Fabozzi, CFA, Til Schuermann examines how portfolio managers can navigate an more and more unsure and interconnected threat setting. Drawing on his expertise as Associate and World Head of Finance and Danger at Oliver Wyman and his earlier work on the Federal Reserve Financial institution of New York, he explores stress testing, mannequin threat, liquidity, non-public credit score, regulation, and the vulnerabilities that may emerge in periods of market disruption.
The dialogue will think about how funding professionals can problem assumptions, establish hidden exposures, and strengthen portfolio resilience when markets behave in ways in which historic fashions might not anticipate.
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