Case Discussion: a bank facing correlation breakdown, volatility shock, AI model drift, and external stress transmission.
Interpreting weak signals, model limitations, explainability challenges, and conflicting outputs.
Defining actions for governance, validation, stress design, human oversight, and board communication.
Workshop Format: participants work through a composite scenario inspired by SVB (2023), the UK gilt crisis (2022), current commercial real-estate stress, and AI-based decision support vulnerabilities.
Closing Discussion: translating best practice into a proportionate roadmap for large, medium-sized, and smaller banking institutions.

Day 2: Stress Testing, AI Vulnerabilities & Integrated Risk Management