Main Conference Day TwoWednesday, 18 November 2026 - GMT (Greenwich Mean Time, GMTZ)

The picturesque world of bookmakers writing on scratch paper wagers on sporting events placed over the phone has been challenged over the last few years by platforms such as Kalshi or Poly-Markets where the volumes and contract types have been increasing in a staggering manner since the early 20020s. Remarkably, a 2008 paper by Ken Arrow and 19 prominent economists had argued in favor of these Prediction Markets as a source of information.

Our goals in this talk are to look at regulatory issues around PM, describe the most popular PM contracts and their possible valuation using founding results of Quant Finance, and lastly question the relevance of the comparison of volatilities derived from Financial Markets and Prediction Markets .

Market shocks now unfold in days — sometimes hours — yet most stress testing still takes weeks. By the time the analysis is done, the assumptions that started it are already stale. It’s not just about running the analysis; it's about running the right analysis fast enough for it to matter.

This session challenges that status quo. We'll show how Agentic AI, working on top of an Integrated Balance Sheet Management framework, collapses the journey from market event to enterprise-wide decision — from a business question, to a governed economic narrative, to coherent scenarios reused consistently across credit, liquidity and interest-rate risk, to an integrated view of the balance sheet — all within a single conversational experience where governance, transparency and auditability stay fully intact.

The shift is dramatic: what once took weeks across disconnected teams and systems can now happen in minutes. Join us to see how Agentic AI and Integrated framework helps institutions outrun uncertainty and turn it into competitive advantage.

Why mathematical models fail, how bias amplifies through automation, and building systems that know when not to trust the numbers