REPORT
Macro Shocks Prompt Reset in APAC Risk Management
The frequency and severity of macroeconomic shocks are increasing, driven by geopolitical tensions, trade disruptions, interest-rate volatility and liquidity stress. Our latest report produced in partnership with Regulation Asia examines how banks and market participants across Asia-Pacific are reassessing risk frameworks that were built for more stable conditions.
Drawing on insights from senior risk leaders and real-world market events, the report explores why traditional, linear models are falling short and how institutions are shifting toward more dynamic, real-time approaches to stress testing, liquidity management and balance-sheet resilience.
What you’ll learn:
- Why recent macro shocks have exposed critical gaps in legacy risk models
- How APAC banks are evolving stress testing, liquidity and intraday risk management
- What structural market shifts mean for interest-rate risk, funding and collateral strategies
Download the full report now to understand how leading institutions are resetting risk management for a more volatile macro environment.
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