
Phil Ohana
Global Head of Market Risk, Valuation & Model Audit, UBS
13:40 - 14:25
Integrating AI and Stress Testing to Enhance Scenario Design and Forecasting
- Applying machine learning to expand scenario coverage and realism
- Combining historical and synthetic data to stress portfolios
- Measuring performance of AI-driven stress tools against traditional methods
- Aligning results with governance and board reporting
