Key dialogue factors
- Getting ready for a brand new threat surroundings: 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 eventualities can uncover hidden exposures, check assumptions, and inform hedging and asset allocation selections.
- Avoiding “mannequin on, mind off”: Take into account why portfolio managers want to stay skeptical of quantitative fashions, significantly throughout market shocks and regime modifications.
- 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 property can behave in periods of stress and the way restricted transparency can conceal focus dangers.
- Systemic threat and monetary resilience: Study how regulatory stress exams, 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 surroundings. Drawing on his expertise as Associate and World Head of Finance and Threat 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 contemplate 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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