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ComplianceFinanceApril 19, 2022

A dynamic analytical response in volatile markets

On-demand webinar in collaboration with:

Chartis logo 2022 

Date: 19th April 2022

The webinar looks at how the risk environment for the banks and financial institutions is (evolving) and is likely to grow in 2022. We look at some key challenges banks need to be aware of, ranging from the continuing transformation of credit markets sectoral rebalancing as we move from a world plagued by epidemics to one where covid-19 is endemic and, of course, geopolitical risk. We also discuss the overarching macro scenarios and potential risk from major macro shifts such as interest rate moves etc.

The second half of the webinar focused on tools to analyze, understand, and possibly control these risks. It outlines the mechanics and how to use stress testing, and scenario analysis in strategic planning and business/portfolio optimization. Lastly, we also focus on the emerging tool of reverse stress testing and its use in various markets and circumstances.


  • Exploring the overarching Risk trends
  • Looking out for emerging risk trends that banks should look out for in 2022
  • Understanding how the market will move from a “pandemic “world to a world in which covid -19 is endemic
  • Using the right technology for Risk teams in Banks to cope with current geopolitical risk and the looming end of QE
  • Leveraging strategic planning, optimization, reverse stress testing, and scenario analytics including non-linear scenario modelling to address key concerns from the finance team
Xavier Dubois
Director, Product Management, Finance, Risk & Regulatory Reporting, Wolters Kluwer FRR
Sidhartha Dash bio image
Research Director, Chartis Research
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