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GARP Risk PodcastAuthor: GARP
Welcome to the Risk Intelligence Podcast, where the Global Association of Risk Professionals, also known as GARP, brings together the world's foremost Risk Practitioners, from around the globe, for in depth insights and discussions on today's most important risk issues in finance and energy. Here is your chance to listen in. Language: en Genres: Business, Business News, Management, News Contact email: Get it Feed URL: Get it iTunes ID: Get it Trailer: |
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Stress Testing: Current Issues, Regulatory Analysis, and a Sneak Peek at the Future
Thursday, 10 July, 2025
Hear from Cristian deRitis, deputy chief economist at Moody's Analytics, on the stress testing impact of heightened geopolitical risk, constantly shifting tariffs, climate risk developments, and AI/ML evolution. This podcast examines stress testing challenges and trends, with an eye on how regulation and recent events are shaping these important exercises. Regulatory stress tests play a key role in ensuring that large banks hold enough capital withstand extreme recessions, while internal stress tests at banks are used for everything from capital and liquidity planning to risk monitoring, risk identification and operational resilience. Today, though, there are questions about whether regulatory stress tests – particularly the Federal Reserve's CCAR exercise – are transparent enough. Internal tests, moreover, are being heavily influenced by heightened geopolitical risk and U.S. policy changes, such as fluctuating tariffs. To more effectively manage all the different scenarios they must consider, financial institutions are also making greater use of next-generation technology, like artificial intelligence and machine learning, in their stress-testing methodologies. What's more, they must consider changing regulatory winds on climate risk. Relevant Links: GARP Benchmarking Initiative Modeling Risk (Risk Intelligence column by Cristian deRitis) Speaker's Bio Cristian deRitis is Managing Director and Deputy Chief Economist at Moody's Analytics. As the head of econometric model research and development, he specializes in the analysis of current and future economic conditions, scenario design, consumer credit markets and housing. In addition to his published research, Cristian is a co-host on the popular Inside Economics Podcast. He can be reached at cristian.deritis@moodys.com.
