CFA Dinner & Insights
Christoph Schon, CFA, Head of Investment Decision Research for EMEA at SimCorp, will guide you through best practices on how to design and implement stress tests that address real-world challenges facing European multi-asset portfolios today. Drawing on recent market conditions, he will share practical applications of historical and forward-looking stress scenarios and assess the implications across the sectors, risk factors and currencies that matter most for German investors. He will also demonstrate how the use of AI can enhance stress testing by identifying variable shocks and historical precedents for model calibration.
Key focus areas include:
- Calibrating stress tests using correlations from recent political and macroeconomic events
- Leveraging AI to translate complex political and economic scenarios into actionable frameworks
- Identifying and mitigating hidden and undesired risk exposures
This session assumes foundational knowledge of portfolio construction and risk management principles.
Please note that the presentation must not be shared.
